+86.1%
FICO vs STT
+97.1%
-11.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.8% |
| 7D | -0.3% | -4.9% | +4.7% | +1.6% |
| 30D | +1.7% | -6.0% | +7.7% | +4.0% |
| 3M | -35.2% | -11.7% | -23.5% | -32.1% |
| 6M | -33.7% | +11.7% | -45.3% | -37.6% |
| YTD | -58.2% | +30.4% | -88.6% | -63.6% |
| 1Y | -56.6% | +43.9% | -100.5% | -63.9% |
| 3Y | -24.0% | +165.4% | -189.4% | -52.3% |
| 5Y | +86.1% | +101.0% | -14.9% | +23.6% |
| All | +86.1% | +97.1% | -11.0% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling