+3,426.5%
STX vs FICO
+606.0%
+2,820.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -16.7% | +23.0% | +10.3% |
| 7D | +2.4% | -19.2% | +21.5% | +7.0% |
| 30D | +1.4% | -14.6% | +16.0% | +4.0% |
| 3M | -8.2% | -20.1% | +11.9% | -6.8% |
| 6M | +127.0% | -36.3% | +163.3% | +142.4% |
| YTD | +209.1% | -44.9% | +254.0% | +243.7% |
| 1Y | +365.4% | -38.6% | +404.1% | +389.0% |
| 3Y | +1,135.4% | +4.0% | +1,131.4% | +916.0% |
| 5Y | +991.5% | +99.5% | +892.0% | +571.6% |
| All | +3,426.5% | +606.0% | +2,820.5% | +927.9% |
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