+35.7%
SOXS vs FICO
-2.9%
+38.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.4% | +10.7% | +10.8% |
| 7D | -28.4% | +2.2% | -30.6% | -30.0% |
| 30D | +19.4% | +0.1% | +19.3% | +18.9% |
| All | +35.7% | -2.9% | +38.6% | +35.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling