-56.4%
FICO vs STT
+53.6%
-109.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.7% | -1.7% | +3.3% | +1.8% |
| 3M | -33.0% | -6.4% | -26.7% | -33.1% |
| 6M | -33.9% | +17.7% | -51.6% | -36.1% |
| YTD | -58.5% | +36.9% | -95.4% | -61.2% |
| 1Y | -56.4% | +52.0% | -108.4% | -60.3% |
| All | -56.4% | +53.6% | -109.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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