+67.7%
FERG vs SIRI
-41.5%
+109.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | -2.0% | +6.6% | -8.7% | -3.2% |
| 6M | -3.2% | +32.9% | -36.1% | -7.6% |
| YTD | +1.5% | +50.5% | -49.0% | -5.1% |
| 1Y | +0.5% | +28.0% | -27.5% | -4.0% |
| 3Y | +50.4% | -22.4% | +72.8% | +48.7% |
| All | +67.7% | -41.5% | +109.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling