+499.7%
FICO vs STZ
+3.4%
+496.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -0.9% | +4.9% | -5.8% | -3.0% |
| 30D | +3.3% | +20.9% | -17.5% | -4.1% |
| 3M | -31.7% | +8.0% | -39.7% | -33.9% |
| 6M | -34.0% | -5.3% | -28.7% | -32.9% |
| YTD | -58.3% | +5.9% | -64.3% | -60.4% |
| 1Y | -57.9% | +14.2% | -72.1% | -61.4% |
| 3Y | -24.1% | -37.0% | +12.9% | -12.0% |
| 5Y | +85.3% | -29.7% | +115.0% | +100.8% |
| All | +499.7% | +3.4% | +496.3% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling