+24.5%
SSPC vs FICO
-40.6%
+65.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +0.9% | +17.4% | +18.1% |
| 7D | +29.9% | -0.3% | +30.1% | +29.8% |
| 30D | +73.6% | +1.7% | +71.9% | +73.0% |
| 3M | -46.3% | -35.2% | -11.1% | -42.8% |
| All | +24.5% | -40.6% | +65.1% | +43.2% |
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 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 · Available span rolling