+1,315.5%
FERG vs SIRI
+454.8%
+860.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.9% | -3.9% | +4.8% | +1.2% |
| 30D | -15.1% | -0.8% | -14.2% | -15.0% |
| 3M | -4.8% | +4.3% | -9.1% | -5.2% |
| 6M | -2.5% | +34.1% | -36.5% | -4.8% |
| YTD | +1.8% | +47.3% | -45.5% | -1.5% |
| 1Y | -0.3% | +22.9% | -23.2% | -2.3% |
| 3Y | +52.9% | -24.6% | +77.5% | +52.1% |
| 5Y | +69.3% | -43.2% | +112.5% | +69.1% |
| 10Y | +352.7% | -12.3% | +365.0% | +351.3% |
| All | +1,315.5% | +454.8% | +860.7% | +1,464.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling