-79.9%
FIG vs SITM
+227.0%
-306.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.8% | +4.7% |
| 7D | -3.8% | +3.9% | -7.7% | -3.9% |
| 30D | -2.3% | -6.6% | +4.3% | -2.3% |
| 3M | +20.0% | -11.9% | +31.8% | +22.1% |
| 6M | -16.7% | +81.1% | -97.8% | -32.8% |
| YTD | -37.9% | +80.0% | -117.9% | -51.7% |
| 1Y | -58.5% | +145.8% | -204.4% | -73.4% |
| All | -79.9% | +227.0% | -306.9% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling