+189.7%
SW vs FICO
+509.6%
-319.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.2% | +7.3% | +4.5% |
| 7D | +12.1% | +0.4% | +11.6% | +12.0% |
| 30D | +6.6% | +1.7% | +4.9% | +6.0% |
| 3M | -6.0% | -33.0% | +27.0% | -2.5% |
| 6M | +21.5% | -33.9% | +55.3% | +25.6% |
| YTD | +20.3% | -58.5% | +78.9% | +31.5% |
| 1Y | +28.1% | -56.4% | +84.5% | +39.1% |
| 3Y | +51.6% | -24.7% | +76.3% | +52.8% |
| 5Y | -0.1% | +83.1% | -83.2% | -9.3% |
| 10Y | +189.7% | +517.2% | -327.5% | +134.2% |
| All | +189.7% | +509.6% | -319.8% | +134.2% |
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