+73.5%
SPYM vs FICO
+82.5%
-9.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -0.6% | +0.9% | -1.4% | -0.7% |
| 30D | -3.7% | +9.4% | -13.1% | -5.4% |
| 3M | -2.7% | -30.4% | +27.7% | +1.4% |
| 6M | +2.2% | -35.1% | +37.3% | +6.5% |
| YTD | +10.9% | -56.8% | +67.7% | +24.6% |
| 1Y | +11.3% | -58.4% | +69.7% | +26.0% |
| 3Y | +76.8% | -26.7% | +103.5% | +65.0% |
| 5Y | +73.5% | +88.0% | -14.5% | +22.0% |
| All | +73.5% | +82.5% | -9.0% | +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