+123.8%
STX vs FICO
-57.1%
+180.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -8.8% |
| 7D | -20.2% | +0.4% | -20.6% | -20.1% |
| 30D | -37.2% | +1.7% | -38.9% | -36.6% |
| 3M | -34.1% | -33.0% | -1.0% | -38.8% |
| 6M | -24.5% | -33.9% | +9.4% | -31.6% |
| YTD | +102.9% | -58.5% | +161.5% | +88.4% |
| 1Y | +123.8% | -56.4% | +180.1% | +100.4% |
| All | +123.8% | -57.1% | +180.9% | +100.4% |
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