-29.9%
STM vs FICO
-33.1%
+3.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.9% | -13.3% | -12.2% |
| 7D | -20.1% | -0.3% | -19.8% | -20.1% |
| 30D | -32.0% | +1.7% | -33.7% | -31.3% |
| 3M | -24.2% | -35.2% | +11.0% | -31.2% |
| 6M | -29.9% | -33.7% | +3.7% | -35.5% |
| All | -29.9% | -33.1% | +3.2% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling