+1,117.4%
XLI vs FICO
+7,108.5%
-5,991.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +4.7% |
| 7D | -1.1% | -19.2% | +18.1% | +4.0% |
| 30D | -5.9% | -14.6% | +8.6% | -2.8% |
| 3M | -0.3% | -20.1% | +19.8% | +3.6% |
| 6M | +0.1% | -36.3% | +36.4% | +8.7% |
| YTD | +13.6% | -44.9% | +58.4% | +27.5% |
| 1Y | +17.2% | -38.6% | +55.8% | +26.2% |
| 3Y | +68.2% | +4.0% | +64.2% | +50.5% |
| 5Y | +80.7% | +99.5% | -18.8% | +29.5% |
| 10Y | +253.3% | +604.7% | -351.4% | +70.8% |
| All | +1,117.4% | +7,108.5% | -5,991.1% | +199.0% |
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