-36.3%
FICO vs STZ
-17.1%
-19.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.6% |
| 7D | -19.2% | -1.9% | -17.3% | -19.1% |
| 30D | -14.6% | -1.9% | -12.7% | -14.3% |
| 3M | -20.1% | -6.2% | -13.9% | -19.8% |
| 6M | -36.3% | -14.0% | -22.3% | -39.6% |
| All | -36.3% | -17.1% | -19.3% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling