+110.2%
SPOT vs FICO
+81.4%
+28.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +1.6% | -0.9% | +2.6% | +1.8% |
| 30D | +17.6% | +3.3% | +14.2% | +15.6% |
| 3M | +26.9% | -31.7% | +58.7% | +39.3% |
| 6M | +41.8% | -34.0% | +75.8% | +54.8% |
| YTD | +3.8% | -58.3% | +62.2% | +32.8% |
| 1Y | -2.5% | -57.9% | +55.5% | +24.0% |
| 3Y | +260.6% | -24.1% | +284.6% | +225.7% |
| All | +110.2% | +81.4% | +28.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling