+105.9%
SRE vs FICO
+512.2%
-406.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.2% | -0.9% | -8.2% | -9.0% |
| 30D | -1.9% | +3.3% | -5.2% | -2.8% |
| 3M | -6.5% | -31.7% | +25.2% | -2.6% |
| 6M | -15.2% | -34.0% | +18.7% | -12.2% |
| YTD | -9.5% | -58.3% | +48.9% | +1.1% |
| 1Y | -13.2% | -57.9% | +44.7% | -3.4% |
| 3Y | +19.5% | -24.1% | +43.5% | +11.6% |
| 5Y | +43.6% | +85.3% | -41.7% | +2.0% |
| All | +105.9% | +512.2% | -406.3% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling