+235.5%
FFIV vs SIRI
-11.0%
+246.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | +1.6% | -3.0% | +4.6% | +2.2% |
| 30D | -3.7% | +1.3% | -5.0% | -4.1% |
| 3M | +2.0% | +5.6% | -3.7% | +0.5% |
| 6M | +39.3% | +35.2% | +4.1% | +30.4% |
| YTD | +56.1% | +49.1% | +7.0% | +43.0% |
| 1Y | +22.0% | +26.8% | -4.8% | +15.1% |
| 3Y | +148.2% | -23.7% | +171.9% | +147.3% |
| 5Y | +96.3% | -41.8% | +138.2% | +99.1% |
| All | +235.5% | -11.0% | +246.6% | +226.5% |
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