+35,269.3%
FICO vs STZ
+10,950.7%
+24,318.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.3% | +11.8% | -12.0% | -3.1% |
| 30D | +1.7% | +26.0% | -24.3% | -3.9% |
| 3M | -35.2% | +11.5% | -46.7% | -36.9% |
| 6M | -33.7% | -2.0% | -31.7% | -33.5% |
| YTD | -58.2% | +7.9% | -66.0% | -59.5% |
| 1Y | -56.6% | +13.9% | -70.5% | -58.5% |
| 3Y | -24.0% | -35.8% | +11.9% | -17.3% |
| 5Y | +86.1% | -28.4% | +114.5% | +96.2% |
| 10Y | +522.8% | +7.1% | +515.7% | +487.4% |
| All | +35,269.3% | +10,950.7% | +24,318.6% | +14,366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling