+257.3%
SOXX vs FICO
+112.3%
+145.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.7% | -0.6% |
| 7D | +6.1% | -10.6% | +16.7% | +8.2% |
| 30D | +0.5% | -6.3% | +6.8% | +1.1% |
| 3M | -5.3% | -19.7% | +14.4% | -3.3% |
| 6M | +58.3% | -31.8% | +90.1% | +67.9% |
| YTD | +76.8% | -41.8% | +118.7% | +97.6% |
| 1Y | +114.6% | -36.4% | +151.0% | +126.4% |
| 3Y | +229.6% | +9.3% | +220.4% | +155.6% |
| 5Y | +257.3% | +113.0% | +144.3% | +110.6% |
| All | +257.3% | +112.3% | +145.0% | +110.6% |
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