+62,531.0%
SU vs FICO
+78,645.2%
-16,114.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -13.4% | -0.9% | -12.5% | -13.3% |
| 30D | +0.9% | +3.3% | -2.5% | -0.1% |
| 3M | +12.8% | -31.7% | +44.5% | +18.2% |
| 6M | +8.3% | -34.0% | +42.2% | +13.1% |
| YTD | +58.2% | -58.3% | +116.5% | +76.9% |
| 1Y | +67.1% | -57.9% | +125.1% | +86.4% |
| 3Y | +125.6% | -24.1% | +149.7% | +119.0% |
| 5Y | +213.6% | +85.3% | +128.3% | +151.2% |
| 10Y | +234.7% | +520.3% | -285.6% | +116.6% |
| All | +62,531.0% | +78,645.2% | -16,114.2% | +23,943.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling