+304.7%
SPOT vs FICO
+328.9%
-24.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +1.6% | -0.9% | +2.6% | +1.9% |
| 30D | +17.6% | +3.3% | +14.2% | +15.3% |
| 3M | +26.9% | -31.7% | +58.7% | +40.3% |
| 6M | +41.8% | -34.0% | +75.8% | +56.0% |
| YTD | +3.8% | -58.3% | +62.2% | +34.8% |
| 1Y | -2.5% | -57.9% | +55.5% | +25.7% |
| 3Y | +260.6% | -24.1% | +284.6% | +237.9% |
| 5Y | +108.6% | +85.3% | +23.3% | +26.8% |
| All | +304.7% | +328.9% | -24.2% | +58.2% |
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