+508.9%
XLP vs FICO
+7,108.5%
-6,599.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +1.4% |
| 7D | -1.0% | -19.2% | +18.2% | +1.6% |
| 30D | -0.9% | -14.6% | +13.7% | +0.9% |
| 3M | +3.8% | -20.1% | +23.9% | +6.2% |
| 6M | -1.7% | -36.3% | +34.6% | +2.9% |
| YTD | +10.3% | -44.9% | +55.1% | +17.5% |
| 1Y | +7.8% | -38.6% | +46.4% | +12.6% |
| 3Y | +27.2% | +4.0% | +23.2% | +20.7% |
| 5Y | +32.5% | +99.5% | -67.0% | +12.2% |
| 10Y | +101.8% | +604.7% | -502.9% | +40.2% |
| All | +508.9% | +7,108.5% | -6,599.6% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling