+699.4%
XLK vs FICO
+544.0%
+155.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.9% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | -14.0% | +8.4% | -22.5% | -17.0% |
| 3M | -9.0% | -30.5% | +21.5% | -1.9% |
| 6M | -2.4% | -35.7% | +33.3% | +4.9% |
| YTD | +19.1% | -57.2% | +76.3% | +46.1% |
| 1Y | +19.2% | -58.4% | +77.6% | +47.5% |
| 3Y | +99.1% | -24.8% | +123.9% | +75.8% |
| 5Y | +112.0% | +79.3% | +32.7% | +18.1% |
| 10Y | +699.4% | +531.6% | +167.8% | +125.7% |
| All | +699.4% | +544.0% | +155.5% | +125.7% |
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