+127.5%
XLP vs FICO
+514.7%
-387.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | +11.6% | +1.7% | +9.8% | +11.0% |
| 3M | +7.6% | -35.2% | +42.8% | +12.9% |
| 6M | +10.0% | -33.7% | +43.7% | +14.3% |
| YTD | +19.7% | -58.2% | +77.9% | +32.4% |
| 1Y | +23.5% | -56.6% | +80.0% | +35.6% |
| 3Y | +44.0% | -24.0% | +67.9% | +37.7% |
| 5Y | +42.7% | +86.1% | -43.4% | +9.8% |
| All | +127.5% | +514.7% | -387.2% | +28.2% |
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 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