-23.8%
FICO vs STT
+164.8%
-188.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.5% |
| 7D | -0.3% | -4.9% | +4.7% | +1.3% |
| 30D | +1.7% | -6.0% | +7.7% | +3.7% |
| 3M | -35.2% | -11.7% | -23.5% | -32.6% |
| 6M | -33.7% | +11.7% | -45.3% | -37.8% |
| YTD | -58.2% | +30.4% | -88.6% | -63.7% |
| 1Y | -56.6% | +43.9% | -100.5% | -64.2% |
| All | -23.8% | +164.8% | -188.6% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling