+41.5%
XOP vs FICO
-60.3%
+101.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | +5.2% | +1.4% | +3.8% | +5.2% |
| 30D | -8.4% | -0.8% | -7.6% | -8.4% |
| 3M | +2.9% | -31.3% | +34.2% | +2.3% |
| 6M | +8.8% | -33.9% | +42.8% | +7.9% |
| YTD | +46.9% | -57.6% | +104.5% | +44.4% |
| 1Y | +41.5% | -59.7% | +101.1% | +38.6% |
| All | +41.5% | -60.3% | +101.8% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling