-15.7%
STM vs FICO
+81.4%
-97.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -10.7% | -0.9% | -9.8% | -10.6% |
| 30D | -25.7% | +3.3% | -29.1% | -26.9% |
| 3M | -21.6% | -31.7% | +10.2% | -17.3% |
| 6M | -27.8% | -34.0% | +6.2% | -26.0% |
| YTD | +61.8% | -58.3% | +120.1% | +90.4% |
| 1Y | +78.1% | -57.9% | +136.0% | +108.3% |
| 3Y | +4.9% | -24.1% | +29.0% | -14.1% |
| All | -15.7% | +81.4% | -97.2% | -54.7% |
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