+54.8%
XLF vs FICO
+81.4%
-26.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +6.3% | +3.3% | +3.0% | +5.4% |
| 3M | -0.8% | -31.7% | +30.9% | +3.7% |
| 6M | +11.0% | -34.0% | +45.0% | +15.4% |
| YTD | +5.6% | -58.3% | +64.0% | +19.1% |
| 1Y | +10.8% | -57.9% | +68.7% | +24.5% |
| 3Y | +77.8% | -24.1% | +101.9% | +68.9% |
| All | +54.8% | +81.4% | -26.7% | +17.7% |
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