+47.8%
XOP vs FICO
+534.5%
-486.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | +0.5% | +4.0% | -3.5% | -0.5% |
| 30D | -7.3% | -1.5% | -5.8% | -7.4% |
| 3M | +1.4% | -29.8% | +31.2% | +7.8% |
| 6M | +7.8% | -33.3% | +41.0% | +14.1% |
| YTD | +44.5% | -56.9% | +101.4% | +71.2% |
| 1Y | +37.0% | -59.5% | +96.5% | +65.1% |
| 3Y | +40.8% | -26.9% | +67.7% | +27.6% |
| 5Y | +88.7% | +92.9% | -4.3% | +6.6% |
| All | +47.8% | +534.5% | -486.7% | -42.1% |
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 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