+103.5%
XLK vs FICO
+81.4%
+22.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -8.2% | -0.9% | -7.3% | -8.1% |
| 30D | -18.2% | +3.3% | -21.5% | -19.3% |
| 3M | -11.0% | -31.7% | +20.7% | -6.1% |
| 6M | -2.9% | -34.0% | +31.1% | +0.7% |
| YTD | +14.8% | -58.3% | +73.2% | +34.3% |
| 1Y | +14.5% | -57.9% | +72.5% | +33.2% |
| 3Y | +94.2% | -24.1% | +118.3% | +69.7% |
| All | +103.5% | +81.4% | +22.1% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling