+179.0%
SOXX vs FICO
-27.8%
+206.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +9.4% | +2.2% | +7.1% | +9.2% |
| 30D | -13.8% | +0.1% | -13.8% | -14.0% |
| 3M | -18.6% | -35.2% | +16.5% | -16.5% |
| 6M | -15.1% | -32.4% | +17.2% | -15.8% |
| YTD | +49.0% | -57.4% | +106.4% | +63.7% |
| 1Y | +55.3% | -58.5% | +113.8% | +71.7% |
| 3Y | +179.0% | -28.9% | +207.8% | +128.0% |
| All | +179.0% | -27.8% | +206.8% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling