-55.8%
FIG vs SITM
+174.8%
-230.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -4.2% |
| 7D | -16.3% | +9.7% | -26.0% | -16.1% |
| 30D | -14.3% | +12.7% | -27.0% | -14.5% |
| 3M | +7.2% | -13.4% | +20.6% | +8.9% |
| 6M | -18.6% | +59.6% | -78.2% | -31.0% |
| YTD | -35.5% | +73.3% | -108.8% | -48.2% |
| 1Y | -55.8% | +165.5% | -221.3% | -70.8% |
| All | -55.8% | +174.8% | -230.6% | -70.8% |
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 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