+98.1%
FICO vs SITM
+3,107.0%
-3,008.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +17.4% | -17.8% | -2.9% |
| 7D | -0.9% | -6.7% | +5.8% | -0.4% |
| 30D | +3.3% | -37.3% | +40.7% | +9.4% |
| 3M | -31.7% | -39.4% | +7.6% | -28.0% |
| 6M | -34.0% | -33.1% | -0.9% | -34.0% |
| YTD | -58.3% | +18.0% | -76.4% | -63.3% |
| 1Y | -57.9% | +22.7% | -80.6% | -63.4% |
| 3Y | -24.1% | +283.8% | -307.9% | -52.8% |
| 5Y | +85.3% | +45.0% | +40.3% | +25.3% |
| All | +98.1% | +3,107.0% | -3,008.9% | -35.8% |
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 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