+42.6%
XOP vs FICO
+544.0%
-501.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -10.0% | -0.1% | -10.0% | -10.0% |
| 30D | -9.1% | +8.4% | -17.5% | -11.5% |
| 3M | +5.1% | -30.5% | +35.6% | +12.1% |
| 6M | +6.4% | -35.7% | +42.1% | +13.8% |
| YTD | +39.7% | -57.2% | +96.9% | +65.7% |
| 1Y | +37.2% | -58.4% | +95.6% | +63.9% |
| 3Y | +37.6% | -24.8% | +62.4% | +23.2% |
| 5Y | +76.5% | +79.3% | -2.8% | +3.2% |
| 10Y | +42.6% | +531.6% | -489.0% | -45.5% |
| All | +42.6% | +544.0% | -501.3% | -45.5% |
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