+2,514.3%
SOXX vs FICO
+3,159.4%
-645.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.2% | +9.7% |
| 7D | +2.2% | -19.2% | +21.4% | +9.6% |
| 30D | -2.0% | -14.6% | +12.6% | +2.4% |
| 3M | -13.7% | -20.1% | +6.4% | -10.3% |
| 6M | +52.4% | -36.3% | +88.7% | +68.3% |
| YTD | +72.8% | -44.9% | +117.7% | +100.6% |
| 1Y | +113.9% | -38.6% | +152.5% | +132.5% |
| 3Y | +210.7% | +4.0% | +206.8% | +159.0% |
| 5Y | +244.6% | +99.5% | +145.1% | +111.5% |
| 10Y | +1,468.0% | +604.7% | +863.4% | +467.1% |
| All | +2,514.3% | +3,159.4% | -645.1% | +297.2% |
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