-0.3%
SPOT vs FICO
-57.1%
+56.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.3% |
| 7D | +16.6% | +0.4% | +16.2% | +16.4% |
| 30D | +29.9% | +1.7% | +28.3% | +29.1% |
| 3M | +31.3% | -33.0% | +64.3% | +41.2% |
| 6M | +43.2% | -33.9% | +77.1% | +52.2% |
| YTD | +8.1% | -58.5% | +66.6% | +28.0% |
| 1Y | -0.3% | -56.4% | +56.0% | +16.1% |
| All | -0.3% | -57.1% | +56.8% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling