+78,963.7%
FICO vs STT
+6,256.2%
+72,707.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +2.3% |
| 7D | -0.3% | -4.9% | +4.7% | +1.1% |
| 30D | +1.7% | -6.0% | +7.7% | +3.4% |
| 3M | -35.2% | -11.7% | -23.5% | -32.9% |
| 6M | -33.7% | +11.7% | -45.3% | -36.3% |
| YTD | -58.2% | +30.4% | -88.6% | -61.8% |
| 1Y | -56.6% | +43.9% | -100.5% | -61.6% |
| 3Y | -24.0% | +165.4% | -189.4% | -44.2% |
| 5Y | +86.1% | +101.0% | -14.9% | +45.5% |
| 10Y | +522.8% | +210.7% | +312.1% | +312.0% |
| All | +78,963.7% | +6,256.2% | +72,707.5% | +30,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling