+78.1%
STM vs FICO
-58.2%
+136.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | -10.7% | -0.9% | -9.8% | -10.8% |
| 30D | -25.7% | +3.3% | -29.1% | -25.4% |
| 3M | -21.6% | -31.7% | +10.2% | -23.7% |
| 6M | -27.8% | -34.0% | +6.2% | -32.1% |
| YTD | +61.8% | -58.3% | +120.1% | +58.1% |
| 1Y | +78.1% | -57.9% | +136.0% | +73.0% |
| All | +78.1% | -58.2% | +136.3% | +73.0% |
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