+306.8%
SPOT vs FICO
+344.8%
-38.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.8% |
| 7D | +1.0% | +0.9% | +0.2% | +0.6% |
| 30D | +14.6% | +9.4% | +5.1% | +10.2% |
| 3M | +18.4% | -30.4% | +48.8% | +30.1% |
| 6M | +45.1% | -35.1% | +80.2% | +61.0% |
| YTD | +4.4% | -56.8% | +61.2% | +33.7% |
| 1Y | -2.7% | -58.4% | +55.7% | +26.3% |
| 3Y | +254.6% | -26.7% | +281.2% | +238.9% |
| 5Y | +124.8% | +88.0% | +36.7% | +36.2% |
| All | +306.8% | +344.8% | -38.0% | +57.0% |
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