+103.5%
FICO vs SITM
+3,415.8%
-3,312.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.6% | -6.9% | +1.4% |
| 7D | -0.1% | +9.4% | -9.4% | -1.8% |
| 30D | +8.4% | -25.4% | +33.8% | +11.9% |
| 3M | -30.5% | -37.0% | +6.5% | -27.1% |
| 6M | -35.7% | -45.1% | +9.4% | -32.9% |
| YTD | -57.2% | +29.4% | -86.6% | -62.8% |
| 1Y | -58.4% | +39.8% | -98.2% | -64.5% |
| 3Y | -24.8% | +328.2% | -353.0% | -54.0% |
| 5Y | +79.3% | +87.4% | -8.1% | +16.1% |
| All | +103.5% | +3,415.8% | -3,312.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling