-22.9%
SPOT vs FICO
-39.1%
+16.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.7% | +13.5% | +0.2% |
| 7D | -0.9% | -19.2% | +18.3% | +3.1% |
| 30D | +12.5% | -14.6% | +27.1% | +15.6% |
| 3M | +9.9% | -20.1% | +30.0% | +13.6% |
| 6M | +1.6% | -36.3% | +37.9% | +7.9% |
| YTD | -6.6% | -44.9% | +38.3% | -1.4% |
| 1Y | -22.9% | -38.6% | +15.7% | -18.7% |
| All | -22.9% | -39.1% | +16.1% | -18.7% |
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