+16.2%
XLK vs FICO
-58.5%
+74.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.8% |
| 7D | -1.9% | -0.1% | -1.9% | -1.9% |
| 30D | -14.0% | +8.4% | -22.5% | -13.9% |
| 3M | -9.0% | -30.5% | +21.5% | -9.8% |
| 6M | -2.4% | -35.7% | +33.3% | -4.8% |
| YTD | +19.1% | -57.2% | +76.3% | +19.7% |
| All | +16.2% | -58.5% | +74.8% | +17.2% |
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 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