+14.7%
XLF vs FICO
-57.1%
+71.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.7% |
| 7D | +5.5% | +0.4% | +5.1% | +5.4% |
| 30D | +9.9% | +1.7% | +8.2% | +9.6% |
| 3M | +2.6% | -33.0% | +35.7% | +5.0% |
| 6M | +15.6% | -33.9% | +49.4% | +17.0% |
| YTD | +9.4% | -58.5% | +67.9% | +17.7% |
| 1Y | +14.7% | -56.4% | +71.1% | +22.4% |
| All | +14.7% | -57.1% | +71.9% | +22.4% |
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