+71.6%
STX vs FICO
-58.1%
+129.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.7% |
| 7D | -17.3% | +0.9% | -18.1% | -17.2% |
| 30D | -35.9% | +9.4% | -45.4% | -34.4% |
| 3M | -37.3% | -30.4% | -6.9% | -41.7% |
| 6M | -35.8% | -35.1% | -0.7% | -41.5% |
| YTD | +82.7% | -56.8% | +139.5% | +66.3% |
| 1Y | +71.6% | -58.4% | +130.0% | +58.4% |
| All | +71.6% | -58.1% | +129.8% | +58.4% |
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