+10,476.1%
STX vs FICO
+2,503.1%
+7,973.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -4.9% | -7.1% |
| 7D | -20.2% | +0.4% | -20.6% | -20.3% |
| 30D | -37.2% | +1.7% | -38.9% | -38.5% |
| 3M | -34.1% | -33.0% | -1.0% | -28.5% |
| 6M | -24.5% | -33.9% | +9.4% | -21.3% |
| YTD | +102.9% | -58.5% | +161.5% | +145.0% |
| 1Y | +123.8% | -56.4% | +180.1% | +164.5% |
| 3Y | +718.1% | -24.7% | +742.8% | +623.2% |
| 5Y | +573.6% | +83.1% | +490.5% | +290.2% |
| 10Y | +2,416.9% | +517.2% | +1,899.7% | +680.4% |
| All | +10,476.1% | +2,503.1% | +7,973.0% | +1,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling