+185.4%
SW vs FICO
+514.7%
-329.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +4.7% | -0.3% | +4.9% | +4.7% |
| 30D | +5.0% | +1.7% | +3.3% | +4.4% |
| 3M | -7.3% | -35.2% | +27.9% | -3.4% |
| 6M | +15.0% | -33.7% | +48.6% | +18.8% |
| YTD | +18.5% | -58.2% | +76.7% | +29.4% |
| 1Y | +27.1% | -56.6% | +83.7% | +38.1% |
| 3Y | +49.3% | -24.0% | +73.3% | +50.3% |
| 5Y | -1.6% | +86.1% | -87.7% | -10.8% |
| All | +185.4% | +514.7% | -329.3% | +129.5% |
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