+15,046.2%
SPGI vs FICO
+78,251.7%
-63,205.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +4.0% |
| 7D | +7.2% | +0.4% | +6.8% | +7.1% |
| 30D | +23.2% | +1.7% | +21.6% | +22.3% |
| 3M | +17.0% | -33.0% | +50.1% | +24.3% |
| 6M | +20.4% | -33.9% | +54.3% | +27.4% |
| YTD | -1.9% | -58.5% | +56.6% | +13.4% |
| 1Y | +2.9% | -56.4% | +59.2% | +17.5% |
| 3Y | +36.2% | -24.7% | +60.9% | +35.0% |
| 5Y | +14.8% | +83.1% | -68.3% | -6.5% |
| 10Y | +355.1% | +517.2% | -162.1% | +198.7% |
| All | +15,046.2% | +78,251.7% | -63,205.6% | +6,988.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling