+311.1%
SPOT vs FICO
+338.4%
-27.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | +16.9% | +0.1% | +16.8% | +16.4% |
| 3M | +23.0% | -35.2% | +58.1% | +38.8% |
| 6M | +42.2% | -32.4% | +74.5% | +55.2% |
| YTD | +5.5% | -57.4% | +62.9% | +35.9% |
| 1Y | -5.1% | -58.5% | +53.5% | +23.3% |
| 3Y | +257.9% | -28.9% | +286.8% | +246.2% |
| 5Y | +118.4% | +91.7% | +26.7% | +31.2% |
| All | +311.1% | +338.4% | -27.3% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling