+76.9%
FICO vs STZ
-29.7%
+106.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +4.9% | -5.8% | -2.4% |
| 30D | +3.3% | +20.9% | -17.5% | -1.8% |
| 3M | -31.7% | +8.0% | -39.7% | -33.3% |
| 6M | -34.0% | -5.3% | -28.7% | -33.5% |
| YTD | -58.3% | +5.9% | -64.3% | -60.1% |
| 1Y | -57.9% | +14.2% | -72.1% | -60.8% |
| 3Y | -24.1% | -37.0% | +12.9% | -15.0% |
| All | +76.9% | -29.7% | +106.6% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling