+726.5%
XLK vs FICO
+544.1%
+182.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -1.2% | +4.0% | -5.2% | -2.4% |
| 30D | -11.2% | -1.5% | -9.7% | -11.5% |
| 3M | -6.2% | -29.8% | +23.6% | +0.8% |
| 6M | -1.7% | -33.3% | +31.5% | +4.2% |
| YTD | +21.5% | -56.9% | +78.4% | +48.8% |
| 1Y | +19.6% | -59.5% | +79.1% | +49.7% |
| 3Y | +97.9% | -26.9% | +124.8% | +77.2% |
| 5Y | +118.9% | +92.9% | +26.0% | +17.8% |
| 10Y | +726.5% | +539.5% | +187.0% | +134.0% |
| All | +726.5% | +544.1% | +182.4% | +134.0% |
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 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