+226.1%
XLI vs FICO
+527.0%
-300.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.8% | +2.2% | +1.5% | +3.3% |
| 30D | +1.0% | +0.1% | +1.0% | +0.6% |
| 3M | -8.9% | -35.2% | +26.2% | -1.8% |
| 6M | -2.3% | -32.4% | +30.1% | +2.4% |
| YTD | +9.7% | -57.4% | +67.1% | +28.3% |
| 1Y | +12.3% | -58.5% | +70.9% | +32.2% |
| 3Y | +71.5% | -28.9% | +100.3% | +60.8% |
| 5Y | +70.2% | +91.7% | -21.5% | +7.3% |
| All | +226.1% | +527.0% | -300.9% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling