+47.1%
SRE vs FICO
+82.5%
-35.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.5% |
| 7D | -8.2% | +0.9% | -9.0% | -8.2% |
| 30D | -3.6% | +9.4% | -13.1% | -4.2% |
| 3M | -6.3% | -30.4% | +24.1% | -4.7% |
| 6M | -13.0% | -35.1% | +22.1% | -11.6% |
| YTD | -9.2% | -56.8% | +47.6% | -4.4% |
| 1Y | -13.1% | -58.4% | +45.3% | -8.2% |
| 3Y | +22.4% | -26.7% | +49.1% | +19.0% |
| 5Y | +47.1% | +88.0% | -40.9% | +19.1% |
| All | +47.1% | +82.5% | -35.4% | +19.1% |
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 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