+16,011.1%
STX vs FICO
+3,361.7%
+12,649.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -16.7% | +23.0% | +12.1% |
| 7D | +2.4% | -19.2% | +21.5% | +9.0% |
| 30D | +1.4% | -14.6% | +16.0% | +5.2% |
| 3M | -8.2% | -20.1% | +11.9% | -5.7% |
| 6M | +127.0% | -36.3% | +163.3% | +146.7% |
| YTD | +209.1% | -44.9% | +254.0% | +251.9% |
| 1Y | +365.4% | -38.6% | +404.1% | +396.8% |
| 3Y | +1,135.4% | +4.0% | +1,131.4% | +909.5% |
| 5Y | +991.5% | +99.5% | +892.0% | +548.7% |
| 10Y | +3,695.8% | +604.7% | +3,091.1% | +1,085.2% |
| All | +16,011.1% | +3,361.7% | +12,649.4% | +1,992.0% |
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