+44.6%
XLP vs FICO
+81.8%
-37.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.6% | +3.6% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +13.5% | +1.7% | +11.8% | +13.1% |
| 3M | +8.4% | -33.0% | +41.4% | +11.2% |
| 6M | +11.5% | -33.9% | +45.4% | +14.3% |
| YTD | +20.6% | -58.5% | +79.2% | +28.4% |
| 1Y | +24.3% | -56.4% | +80.7% | +31.6% |
| 3Y | +45.1% | -24.7% | +69.7% | +41.0% |
| 5Y | +44.6% | +83.1% | -38.5% | +23.1% |
| All | +44.6% | +81.8% | -37.2% | +23.1% |
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