+44.0%
XOP vs FICO
+535.6%
-491.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -8.4% | +0.9% | -9.2% | -8.5% |
| 30D | -8.4% | +9.4% | -17.8% | -11.0% |
| 3M | +0.2% | -30.4% | +30.6% | +6.8% |
| 6M | +7.2% | -35.1% | +42.3% | +14.5% |
| YTD | +40.8% | -56.8% | +97.6% | +66.7% |
| 1Y | +36.3% | -58.4% | +94.7% | +62.9% |
| 3Y | +37.2% | -26.7% | +63.9% | +24.3% |
| 5Y | +86.6% | +88.0% | -1.4% | +6.8% |
| 10Y | +44.0% | +545.7% | -501.7% | -43.8% |
| All | +44.0% | +535.6% | -491.5% | -43.8% |
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