+41.3%
SBUX vs FICO
-57.1%
+98.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +4.9% |
| 7D | +6.3% | +0.4% | +5.9% | +6.2% |
| 30D | +16.2% | +1.7% | +14.5% | +15.8% |
| 3M | +5.1% | -33.0% | +38.1% | +6.8% |
| 6M | +5.7% | -33.9% | +39.6% | +6.5% |
| YTD | +32.6% | -58.5% | +91.2% | +47.2% |
| 1Y | +41.3% | -56.4% | +97.7% | +50.5% |
| All | +41.3% | -57.1% | +98.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling