+2,071.0%
STX vs FICO
+544.0%
+1,527.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.7% | +7.1% | +9.2% |
| 7D | -14.8% | -0.1% | -14.7% | -14.7% |
| 30D | -35.4% | +8.4% | -43.8% | -37.0% |
| 3M | -37.7% | -30.5% | -7.2% | -34.6% |
| 6M | -35.2% | -35.7% | +0.5% | -33.0% |
| YTD | +84.4% | -57.2% | +141.6% | +112.0% |
| 1Y | +82.3% | -58.4% | +140.7% | +111.5% |
| 3Y | +646.2% | -24.8% | +671.0% | +556.0% |
| 5Y | +487.4% | +79.3% | +408.2% | +254.0% |
| 10Y | +2,071.0% | +531.6% | +1,539.4% | +574.5% |
| All | +2,071.0% | +544.0% | +1,527.1% | +574.5% |
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 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