+786.0%
SPYM vs FICO
+1,470.3%
-684.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.6% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -5.9% | +1.7% | -7.6% | -7.1% |
| 3M | -4.5% | -35.2% | +30.7% | +3.6% |
| 6M | +1.9% | -33.7% | +35.5% | +7.9% |
| YTD | +8.4% | -58.2% | +66.6% | +28.4% |
| 1Y | +9.4% | -56.6% | +66.0% | +28.0% |
| 3Y | +75.3% | -24.0% | +99.3% | +65.3% |
| 5Y | +67.9% | +86.1% | -18.1% | +16.4% |
| 10Y | +314.8% | +522.8% | -208.0% | +95.3% |
| All | +786.0% | +1,470.3% | -684.2% | +134.1% |
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 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