+308.8%
SPOT vs FICO
+343.7%
-34.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.0% | +4.0% | -6.9% | -4.3% |
| 30D | +15.2% | -1.5% | +16.7% | +15.3% |
| 3M | +21.6% | -29.8% | +51.4% | +33.1% |
| 6M | +45.2% | -33.3% | +78.5% | +59.4% |
| YTD | +4.9% | -56.9% | +61.8% | +34.5% |
| 1Y | -4.8% | -59.5% | +54.7% | +24.8% |
| 3Y | +256.3% | -26.9% | +283.1% | +240.8% |
| 5Y | +120.2% | +92.9% | +27.3% | +32.0% |
| All | +308.8% | +343.7% | -34.9% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling