+596.2%
STX vs FICO
-24.0%
+620.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.9% | -17.2% | -16.2% |
| 7D | -33.4% | -0.3% | -33.1% | -33.4% |
| 30D | -42.1% | +1.7% | -43.8% | -42.1% |
| 3M | -44.3% | -35.2% | -9.1% | -44.4% |
| 6M | -39.4% | -33.7% | -5.7% | -41.2% |
| YTD | +70.0% | -58.2% | +128.1% | +77.5% |
| 1Y | +70.2% | -56.6% | +126.8% | +76.3% |
| All | +596.2% | -24.0% | +620.2% | +467.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling