-79.1%
FIG vs SITM
+214.8%
-293.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -10.9% | -4.4% |
| 7D | -16.3% | +9.7% | -26.0% | -16.4% |
| 30D | -14.3% | +12.7% | -27.0% | -15.1% |
| 3M | +7.2% | -13.4% | +20.6% | +8.5% |
| 6M | -18.6% | +59.6% | -78.2% | -32.7% |
| YTD | -35.5% | +73.3% | -108.8% | -49.7% |
| 1Y | -55.8% | +165.5% | -221.3% | -73.4% |
| All | -79.1% | +214.8% | -293.9% | -88.7% |
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