-17.9%
STM vs FICO
+84.1%
-102.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.9% | -13.3% | -12.6% |
| 7D | -20.1% | -0.3% | -19.8% | -20.0% |
| 30D | -32.0% | +1.7% | -33.7% | -32.8% |
| 3M | -24.2% | -35.2% | +11.0% | -19.0% |
| 6M | -29.9% | -33.7% | +3.7% | -28.2% |
| YTD | +54.9% | -58.2% | +113.0% | +82.2% |
| 1Y | +68.0% | -56.6% | +124.6% | +94.3% |
| 3Y | -0.1% | -24.0% | +23.8% | -18.1% |
| 5Y | -17.9% | +86.1% | -104.0% | -56.3% |
| All | -17.9% | +84.1% | -102.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling