+50.0%
FANG vs SIRI
-22.6%
+72.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +2.6% | +2.5% | +0.1% | +2.4% |
| 3M | +7.6% | +6.6% | +1.0% | +6.7% |
| 6M | +17.3% | +32.9% | -15.6% | +13.4% |
| YTD | +38.7% | +50.5% | -11.8% | +32.1% |
| 1Y | +51.6% | +28.0% | +23.7% | +46.8% |
| 3Y | +50.0% | -22.4% | +72.4% | +47.2% |
| All | +50.0% | -22.6% | +72.5% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling