+311.1%
SPY vs FICO
+544.1%
-233.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -0.9% | +4.0% | -4.9% | -1.8% |
| 30D | -2.4% | -1.5% | -0.8% | -2.5% |
| 3M | -1.2% | -29.8% | +28.6% | +4.9% |
| 6M | +3.3% | -33.3% | +36.6% | +9.1% |
| YTD | +12.3% | -56.9% | +69.2% | +32.3% |
| 1Y | +12.4% | -59.5% | +71.9% | +34.7% |
| 3Y | +78.8% | -26.9% | +105.7% | +66.3% |
| 5Y | +75.2% | +92.9% | -17.7% | +9.7% |
| 10Y | +311.1% | +539.5% | -228.4% | +58.1% |
| All | +311.1% | +544.1% | -233.0% | +58.1% |
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