-38.6%
FICO vs SITM
+174.8%
-213.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +6.5% | -23.2% | -16.1% |
| 7D | -19.2% | +9.7% | -28.9% | -18.4% |
| 30D | -14.6% | +12.7% | -27.3% | -13.3% |
| 3M | -20.1% | -13.4% | -6.7% | -18.2% |
| 6M | -36.3% | +59.6% | -95.9% | -36.3% |
| YTD | -44.9% | +73.3% | -118.2% | -45.2% |
| 1Y | -38.6% | +165.5% | -204.2% | -39.0% |
| All | -38.6% | +174.8% | -213.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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