+162.4%
FICO vs SITM
+4,507.3%
-4,344.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | -15.4% | +8.4% | -23.8% | -16.7% |
| 30D | -10.4% | -17.4% | +7.0% | -8.4% |
| 3M | -22.7% | -9.8% | -12.9% | -24.0% |
| 6M | -36.8% | +83.0% | -119.7% | -46.4% |
| YTD | -44.8% | +69.6% | -114.4% | -53.2% |
| 1Y | -39.3% | +144.9% | -184.2% | -52.9% |
| 3Y | +3.7% | +429.9% | -426.1% | -37.7% |
| 5Y | +101.7% | +169.2% | -67.4% | +23.8% |
| All | +162.4% | +4,507.3% | -4,344.9% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling