+176.7%
SOXX vs FICO
+87.6%
+89.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +17.5% | +1.4% | +16.1% | +17.2% |
| 30D | -14.5% | -0.8% | -13.7% | -14.9% |
| 3M | -14.9% | -31.3% | +16.4% | -10.4% |
| 6M | -9.8% | -33.9% | +24.2% | -7.4% |
| YTD | +54.7% | -57.6% | +112.2% | +81.1% |
| 1Y | +55.7% | -59.7% | +115.3% | +85.4% |
| 3Y | +186.8% | -28.0% | +214.8% | +144.2% |
| 5Y | +176.7% | +91.0% | +85.7% | +54.7% |
| All | +176.7% | +87.6% | +89.1% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling