+67.8%
SPYM vs FICO
+82.2%
-14.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -5.9% | +1.7% | -7.6% | -6.6% |
| 3M | -4.5% | -35.2% | +30.7% | +0.6% |
| 6M | +1.9% | -33.7% | +35.5% | +5.4% |
| YTD | +8.4% | -58.2% | +66.6% | +22.4% |
| 1Y | +9.4% | -56.6% | +66.0% | +22.3% |
| 3Y | +75.3% | -24.0% | +99.3% | +61.2% |
| All | +67.8% | +82.2% | -14.4% | +18.8% |
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 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