-100.0%
SOXS vs FICO
+526.9%
-626.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.4% | -12.2% | -13.0% |
| 7D | +36.2% | -0.9% | +37.2% | +34.7% |
| 30D | +131.5% | +3.3% | +128.1% | +131.3% |
| 3M | +60.5% | -31.7% | +92.2% | -2.0% |
| 6M | -25.9% | -34.0% | +8.0% | -63.0% |
| YTD | -88.3% | -58.3% | -30.0% | -97.0% |
| 1Y | -89.6% | -57.9% | -31.7% | -97.4% |
| 3Y | -99.6% | -24.1% | -75.6% | -99.6% |
| 5Y | -99.9% | +85.3% | -185.2% | -99.3% |
| All | -100.0% | +526.9% | -626.9% | -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