+248.5%
SU vs FICO
+607.5%
-359.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | -15.4% | +14.5% | +2.4% |
| 30D | +13.7% | -10.4% | +24.1% | +15.8% |
| 3M | +8.0% | -22.7% | +30.7% | +12.6% |
| 6M | +21.0% | -36.8% | +57.8% | +30.6% |
| YTD | +56.2% | -44.8% | +101.0% | +73.9% |
| 1Y | +72.2% | -39.3% | +111.5% | +84.7% |
| 3Y | +118.1% | +3.7% | +114.4% | +85.8% |
| 5Y | +350.3% | +101.7% | +248.6% | +187.9% |
| 10Y | +248.5% | +602.8% | -354.3% | +48.4% |
| All | +248.5% | +607.5% | -359.1% | +48.4% |
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