+105.1%
SOXX vs FICO
-37.5%
+142.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -3.0% |
| 7D | +3.0% | -14.1% | +17.2% | +1.2% |
| 30D | -3.1% | -7.5% | +4.3% | -3.8% |
| 3M | -4.4% | -21.3% | +16.9% | -6.9% |
| 6M | +52.9% | -25.2% | +78.1% | +48.9% |
| YTD | +72.0% | -43.2% | +115.2% | +68.4% |
| 1Y | +105.1% | -37.2% | +142.3% | +101.3% |
| All | +105.1% | -37.5% | +142.6% | +101.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling