+418.7%
XLF vs FICO
+5,369.8%
-4,951.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.2% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +6.5% | +1.7% | +4.7% | +4.9% |
| 3M | -0.5% | -35.2% | +34.7% | +10.1% |
| 6M | +12.2% | -33.7% | +45.9% | +20.9% |
| YTD | +6.3% | -58.2% | +64.4% | +31.1% |
| 1Y | +11.0% | -56.6% | +67.6% | +34.9% |
| 3Y | +78.3% | -24.0% | +102.3% | +67.1% |
| 5Y | +56.6% | +86.1% | -29.5% | +0.4% |
| 10Y | +254.6% | +522.8% | -268.2% | +36.0% |
| All | +418.7% | +5,369.8% | -4,951.1% | -11.7% |
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 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