+351.3%
FERG vs SIRI
-10.2%
+361.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -2.6% | +0.6% | -3.1% | -2.6% |
| 30D | -8.9% | +2.5% | -11.4% | -9.2% |
| 3M | -2.0% | +6.6% | -8.7% | -2.9% |
| 6M | -3.2% | +32.9% | -36.1% | -6.7% |
| YTD | +1.5% | +50.5% | -49.0% | -3.7% |
| 1Y | +0.5% | +28.0% | -27.5% | -3.0% |
| 3Y | +50.4% | -22.4% | +72.8% | +49.0% |
| 5Y | +68.7% | -41.3% | +110.0% | +68.6% |
| All | +351.3% | -10.2% | +361.5% | +353.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling