+84.4%
FICO vs STT
+104.1%
-19.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.2% | +4.8% | -2.5% | +0.4% |
| 30D | +0.1% | +3.9% | -3.9% | -1.7% |
| 3M | -35.2% | -8.2% | -27.0% | -33.1% |
| 6M | -32.4% | +15.6% | -48.0% | -37.2% |
| YTD | -57.4% | +37.6% | -95.0% | -63.7% |
| 1Y | -58.5% | +50.1% | -108.7% | -66.1% |
| 3Y | -28.9% | +183.1% | -211.9% | -56.6% |
| All | +84.4% | +104.1% | -19.8% | +22.1% |
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