+34.0%
FANG vs SIRI
+59.1%
-25.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | -13.0% | +15.9% | -28.9% | -11.9% |
| 30D | -2.9% | +26.0% | -28.9% | -1.4% |
| 3M | -3.0% | +9.2% | -12.2% | -2.3% |
| 6M | -11.9% | +28.3% | -40.2% | -11.1% |
| YTD | +21.5% | +71.5% | -50.0% | +19.5% |
| 1Y | +34.0% | +55.0% | -21.0% | +36.5% |
| All | +34.0% | +59.1% | -25.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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