+82.5%
XOP vs FICO
+2,529.3%
-2,446.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.8% | +5.5% |
| 7D | +2.6% | -19.2% | +21.8% | +10.3% |
| 30D | +15.4% | -14.6% | +30.0% | +21.1% |
| 3M | +12.1% | -20.1% | +32.2% | +18.3% |
| 6M | +19.7% | -36.3% | +56.0% | +34.4% |
| YTD | +52.4% | -44.9% | +97.3% | +80.0% |
| 1Y | +47.6% | -38.6% | +86.2% | +63.1% |
| 3Y | +34.4% | +4.0% | +30.4% | +8.8% |
| 5Y | +154.4% | +99.5% | +54.9% | +42.0% |
| 10Y | +54.7% | +604.7% | -550.0% | -57.0% |
| All | +82.5% | +2,529.3% | -2,446.8% | -82.0% |
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