+342.0%
SU vs FICO
+99.8%
+242.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +0.6% |
| 7D | +3.6% | -19.2% | +22.7% | +5.1% |
| 30D | +7.9% | -14.6% | +22.5% | +9.0% |
| 3M | +3.5% | -20.1% | +23.6% | +4.7% |
| 6M | +19.0% | -36.3% | +55.3% | +22.5% |
| YTD | +55.0% | -44.9% | +99.8% | +61.8% |
| 1Y | +71.2% | -38.6% | +109.8% | +76.0% |
| 3Y | +117.4% | +4.0% | +113.4% | +103.0% |
| All | +342.0% | +99.8% | +242.2% | +290.6% |
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 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