+101.7%
FICO vs STZ
-33.3%
+135.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.5% |
| 7D | -19.2% | -1.9% | -17.3% | -18.8% |
| 30D | -14.6% | -1.9% | -12.7% | -14.2% |
| 3M | -20.1% | -6.2% | -13.9% | -18.9% |
| 6M | -36.3% | -14.0% | -22.3% | -34.5% |
| YTD | -44.9% | -5.1% | -39.7% | -45.5% |
| 1Y | -38.6% | -9.6% | -29.1% | -38.5% |
| 3Y | +4.0% | -47.2% | +51.2% | +23.9% |
| All | +101.7% | -33.3% | +135.0% | +110.5% |
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