-23.8%
FICO vs STZ
-36.0%
+12.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.3% | +11.8% | -12.0% | -2.5% |
| 30D | +1.7% | +26.0% | -24.3% | -2.2% |
| 3M | -35.2% | +11.5% | -46.7% | -36.6% |
| 6M | -33.7% | -2.0% | -31.7% | -34.2% |
| YTD | -58.2% | +7.9% | -66.0% | -59.8% |
| 1Y | -56.6% | +13.9% | -70.5% | -58.9% |
| All | -23.8% | -36.0% | +12.3% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling