+3,094.0%
SPY vs FICO
+43,233.6%
-40,139.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +3.1% |
| 7D | +0.1% | -19.2% | +19.3% | +4.2% |
| 30D | +0.1% | -14.6% | +14.6% | +2.8% |
| 3M | +2.0% | -20.1% | +22.1% | +5.2% |
| 6M | +13.0% | -36.3% | +49.3% | +20.9% |
| YTD | +13.5% | -44.9% | +58.4% | +24.8% |
| 1Y | +20.0% | -38.6% | +58.6% | +27.6% |
| 3Y | +77.2% | +4.0% | +73.2% | +64.0% |
| 5Y | +81.9% | +99.5% | -17.6% | +43.0% |
| 10Y | +314.1% | +604.7% | -290.6% | +147.6% |
| All | +3,094.0% | +43,233.6% | -40,139.5% | +1,069.2% |
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