+66.5%
STX vs FICO
-58.2%
+124.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.3% |
| 7D | -28.5% | -0.9% | -27.5% | -28.6% |
| 30D | -42.9% | +3.3% | -46.3% | -42.2% |
| 3M | -45.9% | -31.7% | -14.2% | -49.7% |
| 6M | -41.3% | -34.0% | -7.3% | -46.8% |
| YTD | +67.9% | -58.3% | +126.3% | +52.8% |
| 1Y | +66.5% | -57.9% | +124.5% | +49.4% |
| All | +66.5% | -58.2% | +124.7% | +49.4% |
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