+28.1%
SW vs FICO
-57.1%
+85.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.3% | +4.3% |
| 7D | +12.1% | +0.4% | +11.6% | +12.0% |
| 30D | +6.6% | +1.7% | +4.9% | +6.1% |
| 3M | -6.0% | -33.0% | +27.0% | -2.8% |
| 6M | +21.5% | -33.9% | +55.3% | +24.9% |
| YTD | +20.3% | -58.5% | +78.9% | +35.2% |
| 1Y | +28.1% | -56.4% | +84.5% | +41.0% |
| All | +28.1% | -57.1% | +85.3% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling