+365.4%
STX vs FICO
-39.1%
+404.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -16.7% | +23.0% | +2.2% |
| 7D | +2.4% | -19.2% | +21.5% | -2.3% |
| 30D | +1.4% | -14.6% | +16.0% | -1.6% |
| 3M | -8.2% | -20.1% | +11.9% | -12.2% |
| 6M | +127.0% | -36.3% | +163.3% | +114.5% |
| YTD | +209.1% | -44.9% | +254.0% | +188.0% |
| 1Y | +365.4% | -38.6% | +404.1% | +341.1% |
| All | +365.4% | -39.1% | +404.5% | +341.1% |
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