-100.0%
SOXS vs FICO
+544.1%
-644.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.2% | -17.9% | -18.4% |
| 7D | -22.3% | +4.0% | -26.3% | -19.0% |
| 30D | +21.9% | -1.5% | +23.4% | +17.9% |
| 3M | +4.2% | -29.8% | +34.0% | -34.2% |
| 6M | -43.4% | -33.3% | -10.1% | -71.1% |
| YTD | -92.5% | -56.9% | -35.6% | -98.0% |
| 1Y | -93.5% | -59.5% | -34.0% | -98.4% |
| 3Y | -99.7% | -26.9% | -72.9% | -99.8% |
| 5Y | -99.9% | +92.9% | -192.9% | -99.5% |
| 10Y | -100.0% | +539.5% | -639.5% | -100.0% |
| All | -100.0% | +544.1% | -644.1% | -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