+43.4%
XLK vs FICO
-39.1%
+82.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +0.3% |
| 7D | +0.9% | -19.2% | +20.0% | +0.4% |
| 30D | +0.7% | -14.6% | +15.3% | +0.4% |
| 3M | -2.9% | -20.1% | +17.2% | -4.1% |
| 6M | +34.3% | -36.3% | +70.6% | +33.4% |
| YTD | +30.4% | -44.9% | +75.3% | +29.9% |
| 1Y | +43.4% | -38.6% | +82.0% | +42.3% |
| All | +43.4% | -39.1% | +82.4% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling