+736.5%
XLK vs FICO
+524.6%
+211.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | +7.0% | +1.4% | +5.6% | +6.6% |
| 30D | -11.5% | -0.8% | -10.7% | -12.0% |
| 3M | -7.9% | -31.3% | +23.4% | -0.4% |
| 6M | -0.6% | -33.9% | +33.4% | +5.7% |
| YTD | +21.1% | -57.6% | +78.7% | +49.0% |
| 1Y | +18.8% | -59.7% | +78.5% | +48.8% |
| 3Y | +97.3% | -28.0% | +125.3% | +77.5% |
| 5Y | +115.5% | +91.0% | +24.6% | +16.2% |
| All | +736.5% | +524.6% | +211.9% | +139.2% |
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