+782.1%
XLK vs FICO
+607.5%
+174.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.3% | -15.4% | +17.7% | +7.4% |
| 30D | -0.1% | -10.4% | +10.3% | +2.6% |
| 3M | +2.1% | -22.7% | +24.8% | +7.7% |
| 6M | +37.2% | -36.8% | +73.9% | +52.8% |
| YTD | +30.8% | -44.8% | +75.6% | +52.8% |
| 1Y | +42.6% | -39.3% | +81.9% | +56.8% |
| 3Y | +121.8% | +3.7% | +118.1% | +80.1% |
| 5Y | +145.7% | +101.7% | +43.9% | +39.4% |
| 10Y | +782.1% | +602.8% | +179.3% | +155.6% |
| All | +782.1% | +607.5% | +174.5% | +155.6% |
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