-59.9%
FICO vs SITM
+21.8%
-81.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | +1.5% |
| 7D | -0.9% | -6.7% | +5.8% | -1.5% |
| 30D | +3.3% | -37.3% | +40.7% | -1.4% |
| 3M | -31.7% | -39.4% | +7.6% | -34.5% |
| 6M | -34.0% | -33.1% | -0.9% | -35.3% |
| YTD | -58.3% | +18.0% | -76.4% | -59.5% |
| All | -59.9% | +21.8% | -81.7% | -61.4% |
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