+11.0%
XLF vs FICO
-33.9%
+44.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +6.3% | +3.3% | +3.0% | +6.1% |
| 3M | -0.8% | -31.7% | +30.9% | +0.2% |
| 6M | +11.0% | -34.0% | +45.0% | +11.3% |
| All | +11.0% | -33.9% | +44.9% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling