-100.0%
SOXS vs FICO
+607.5%
-707.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.8% |
| 7D | -15.6% | -15.4% | -0.2% | -32.0% |
| 30D | +4.8% | -10.4% | +15.1% | -10.2% |
| 3M | -21.6% | -22.7% | +1.1% | -52.8% |
| 6M | -99.3% | -36.8% | -62.6% | -99.6% |
| YTD | -99.5% | -44.8% | -54.7% | -99.8% |
| 1Y | -99.8% | -39.3% | -60.5% | -99.9% |
| 3Y | -100.0% | +3.7% | -103.7% | -100.0% |
| 5Y | -100.0% | +101.7% | -201.7% | -100.0% |
| 10Y | -100.0% | +602.8% | -702.8% | -100.0% |
| All | -100.0% | +607.5% | -707.5% | -100.0% |
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 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