+42.6%
XLK vs FICO
-39.2%
+81.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.3% | -15.4% | +17.7% | +1.9% |
| 30D | -0.1% | -10.4% | +10.3% | -0.2% |
| 3M | +2.1% | -22.7% | +24.8% | +1.0% |
| 6M | +37.2% | -36.8% | +73.9% | +36.3% |
| YTD | +30.8% | -44.8% | +75.6% | +30.3% |
| 1Y | +42.6% | -39.3% | +81.9% | +41.8% |
| All | +42.6% | -39.2% | +81.8% | +41.8% |
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