+162.2%
FICO vs SITM
+4,608.4%
-4,446.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +6.5% | -23.2% | -17.7% |
| 7D | -19.2% | +9.7% | -28.9% | -20.5% |
| 30D | -14.6% | +12.7% | -27.3% | -17.4% |
| 3M | -20.1% | -13.4% | -6.7% | -20.9% |
| 6M | -36.3% | +59.6% | -95.9% | -44.7% |
| YTD | -44.9% | +73.3% | -118.2% | -53.4% |
| 1Y | -38.6% | +165.5% | -204.2% | -53.1% |
| 3Y | +4.0% | +368.7% | -364.7% | -35.8% |
| 5Y | +99.5% | +172.5% | -73.0% | +22.3% |
| All | +162.2% | +4,608.4% | -4,446.2% | -18.6% |
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