-100.0%
SOXS vs FICO
+3,756.0%
-3,856.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -16.7% | +6.5% | -29.4% |
| 7D | -7.0% | -19.2% | +12.2% | -29.2% |
| 30D | +2.8% | -14.6% | +17.4% | -17.3% |
| 3M | -9.8% | -20.1% | +10.2% | -42.8% |
| 6M | -99.2% | -36.3% | -62.9% | -99.5% |
| YTD | -99.5% | -44.9% | -54.6% | -99.8% |
| 1Y | -99.8% | -38.6% | -61.2% | -99.9% |
| 3Y | -100.0% | +4.0% | -104.0% | -100.0% |
| 5Y | -100.0% | +99.5% | -199.5% | -100.0% |
| 10Y | -100.0% | +604.7% | -704.7% | -100.0% |
| All | -100.0% | +3,756.0% | -3,856.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling