-2.3%
SW vs FICO
+99.8%
-102.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +17.9% | +4.0% |
| 7D | -5.1% | -19.2% | +14.1% | -2.0% |
| 30D | -4.6% | -14.6% | +10.0% | -2.5% |
| 3M | +9.4% | -20.1% | +29.5% | +12.3% |
| 6M | +3.5% | -36.3% | +39.8% | +9.9% |
| YTD | +22.0% | -44.9% | +66.9% | +32.7% |
| 1Y | +2.2% | -38.6% | +40.8% | +8.2% |
| 3Y | +19.6% | +4.0% | +15.6% | +14.2% |
| All | -2.3% | +99.8% | -102.1% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling