+128.5%
SRE vs FICO
+524.6%
-396.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -4.1% | -0.8% | -3.3% | -4.2% |
| 3M | -7.3% | -31.3% | +24.0% | -3.5% |
| 6M | -14.1% | -33.9% | +19.8% | -11.0% |
| YTD | -8.5% | -57.6% | +49.1% | +1.8% |
| 1Y | -12.0% | -59.7% | +47.6% | -1.2% |
| 3Y | +23.4% | -28.0% | +51.4% | +17.0% |
| 5Y | +51.3% | +91.0% | -39.7% | +7.0% |
| All | +128.5% | +524.6% | -396.0% | +34.2% |
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