+44.4%
SITM vs FIGR
-41.8%
+86.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.2% | -13.5% | -9.8% |
| 7D | -19.5% | -1.3% | -18.2% | -19.4% |
| 30D | -43.2% | -17.6% | -25.6% | -42.1% |
| 3M | -30.8% | -16.7% | -14.1% | -30.0% |
| 6M | -28.6% | -36.1% | +7.5% | -26.6% |
| YTD | +14.2% | -43.6% | +57.8% | +20.2% |
| 1Y | +44.4% | -39.8% | +84.2% | +54.7% |
| All | +44.4% | -41.8% | +86.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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