-2.3%
FERG vs SIRI
+28.3%
-30.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | -10.2% | -4.7% | -5.5% | -9.8% |
| 3M | -0.6% | +5.3% | -5.8% | -1.5% |
| 6M | -6.5% | +30.5% | -37.0% | -10.1% |
| YTD | +4.2% | +49.6% | -45.5% | -1.9% |
| 1Y | -2.3% | +28.5% | -30.8% | -4.1% |
| All | -2.3% | +28.3% | -30.6% | -4.1% |
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