+2,064.8%
STX vs FICO
+534.5%
+1,530.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +10.0% |
| 7D | -1.0% | +4.0% | -4.9% | -1.8% |
| 30D | -26.8% | -1.5% | -25.2% | -26.9% |
| 3M | -32.7% | -29.8% | -2.9% | -29.5% |
| 6M | -33.7% | -33.3% | -0.5% | -32.1% |
| YTD | +101.0% | -56.9% | +157.9% | +130.8% |
| 1Y | +92.7% | -59.5% | +152.2% | +125.9% |
| 3Y | +708.7% | -26.9% | +735.6% | +619.1% |
| 5Y | +504.0% | +92.9% | +411.1% | +253.8% |
| All | +2,064.8% | +534.5% | +1,530.2% | +547.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling