+72.2%
SPY vs FICO
+81.4%
-9.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.0% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -3.3% | +8.4% | -11.7% | -4.9% |
| 3M | -2.4% | -30.5% | +28.1% | +1.7% |
| 6M | +2.6% | -35.7% | +38.3% | +7.0% |
| YTD | +11.2% | -57.2% | +68.4% | +25.3% |
| 1Y | +13.4% | -58.4% | +71.8% | +28.4% |
| 3Y | +79.9% | -24.8% | +104.7% | +66.5% |
| 5Y | +72.2% | +79.3% | -7.1% | +21.5% |
| All | +72.2% | +81.4% | -9.3% | +21.5% |
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