-28.9%
FICO vs SITM
+318.4%
-347.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.6% |
| 7D | +2.2% | +6.6% | -4.4% | +2.0% |
| 30D | +0.1% | -15.3% | +15.4% | +0.5% |
| 3M | -35.2% | -35.4% | +0.2% | -34.2% |
| 6M | -32.4% | -46.8% | +14.4% | -30.2% |
| YTD | -57.4% | +25.9% | -83.3% | -60.9% |
| 1Y | -58.5% | +54.0% | -112.5% | -63.1% |
| 3Y | -28.9% | +315.6% | -344.4% | -49.1% |
| All | -28.9% | +318.4% | -347.2% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling