+84.4%
FICO vs STZ
-29.4%
+113.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +2.2% | +2.6% | -0.3% | +1.5% |
| 30D | +0.1% | +15.2% | -15.1% | -3.8% |
| 3M | -35.2% | +7.6% | -42.8% | -36.6% |
| 6M | -32.4% | +5.3% | -37.6% | -33.6% |
| YTD | -57.4% | +8.6% | -66.0% | -59.5% |
| 1Y | -58.5% | +15.6% | -74.1% | -61.5% |
| 3Y | -28.9% | -35.2% | +6.3% | -21.0% |
| All | +84.4% | -29.4% | +113.7% | +95.8% |
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