+21.0%
STM vs FICO
+99.8%
-78.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +5.8% |
| 7D | +5.8% | -19.2% | +25.0% | +10.7% |
| 30D | -1.0% | -14.6% | +13.6% | +1.8% |
| 3M | -33.3% | -20.1% | -13.2% | -31.8% |
| 6M | +57.4% | -36.3% | +93.7% | +70.1% |
| YTD | +102.2% | -44.9% | +147.0% | +128.9% |
| 1Y | +99.6% | -38.6% | +138.2% | +112.5% |
| 3Y | +14.5% | +4.0% | +10.5% | -11.1% |
| All | +21.0% | +99.8% | -78.8% | -29.5% |
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 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