+147.8%
SW vs FICO
+605.7%
-458.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +17.9% | +3.4% |
| 7D | -5.1% | -19.2% | +14.1% | -2.7% |
| 30D | -4.6% | -14.6% | +10.0% | -2.9% |
| 3M | +9.4% | -20.1% | +29.5% | +11.8% |
| 6M | +3.5% | -36.3% | +39.8% | +8.4% |
| YTD | +22.0% | -44.9% | +66.9% | +30.1% |
| 1Y | +2.2% | -38.6% | +40.8% | +6.9% |
| 3Y | +19.6% | +4.0% | +15.6% | +16.9% |
| 5Y | -2.3% | +99.5% | -101.9% | -12.3% |
| All | +147.8% | +605.7% | -458.0% | +94.4% |
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