+588.0%
STX vs FICO
-24.3%
+612.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -28.5% | -0.9% | -27.5% | -28.5% |
| 30D | -42.9% | +3.3% | -46.3% | -42.9% |
| 3M | -45.9% | -31.7% | -14.2% | -46.2% |
| 6M | -41.3% | -34.0% | -7.3% | -43.0% |
| YTD | +67.9% | -58.3% | +126.3% | +75.4% |
| 1Y | +66.5% | -57.9% | +124.5% | +73.6% |
| 3Y | +588.0% | -24.1% | +612.0% | +460.5% |
| All | +588.0% | -24.3% | +612.2% | +460.5% |
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 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