-7.7%
SRE vs FICO
-57.1%
+49.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -3.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +6.1% | +1.7% | +4.4% | +6.2% |
| 3M | -3.5% | -33.0% | +29.5% | -4.4% |
| 6M | -10.8% | -33.9% | +23.1% | -11.8% |
| YTD | -4.0% | -58.5% | +54.6% | -1.1% |
| 1Y | -7.7% | -56.4% | +48.7% | -5.8% |
| All | -7.7% | -57.1% | +49.5% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling