+111.4%
XLK vs FICO
+91.4%
+20.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +2.2% | +1.1% | +2.9% |
| 30D | -10.6% | +0.1% | -10.7% | -11.0% |
| 3M | -10.6% | -35.2% | +24.5% | -4.4% |
| 6M | -3.5% | -32.4% | +28.9% | -0.3% |
| YTD | +18.7% | -57.4% | +76.1% | +38.3% |
| 1Y | +19.4% | -58.5% | +78.0% | +40.1% |
| 3Y | +94.5% | -28.9% | +123.3% | +74.9% |
| All | +111.4% | +91.4% | +20.0% | +28.0% |
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 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