+105.0%
FICO vs SITM
+3,535.1%
-3,430.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.6% | -1.1% |
| 7D | +4.0% | +17.2% | -13.2% | +1.2% |
| 30D | -1.5% | -17.1% | +15.6% | +0.2% |
| 3M | -29.8% | -29.2% | -0.6% | -27.6% |
| 6M | -33.3% | -47.6% | +14.3% | -29.6% |
| YTD | -56.9% | +33.8% | -90.7% | -62.7% |
| 1Y | -59.5% | +54.1% | -113.6% | -66.0% |
| 3Y | -26.9% | +337.6% | -364.4% | -55.4% |
| 5Y | +92.9% | +89.7% | +3.2% | +25.0% |
| All | +105.0% | +3,535.1% | -3,430.1% | -34.8% |
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