+61,246.3%
SU vs FICO
+104,095.6%
-42,849.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +2.2% |
| 7D | +3.6% | -19.2% | +22.7% | +7.1% |
| 30D | +7.9% | -14.6% | +22.5% | +10.4% |
| 3M | +3.5% | -20.1% | +23.6% | +6.4% |
| 6M | +19.0% | -36.3% | +55.3% | +25.8% |
| YTD | +55.0% | -44.9% | +99.8% | +67.5% |
| 1Y | +71.2% | -38.6% | +109.8% | +80.3% |
| 3Y | +117.4% | +4.0% | +113.4% | +102.4% |
| 5Y | +335.2% | +99.5% | +235.6% | +250.1% |
| 10Y | +248.7% | +604.7% | -355.9% | +123.5% |
| All | +61,246.3% | +104,095.6% | -42,849.3% | +22,664.6% |
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 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