+117.8%
FFIV vs SIRI
-7.4%
+125.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -32.4% | +21.1% | -53.5% | -34.9% |
| 3M | -25.7% | +14.7% | -40.4% | -27.9% |
| 6M | -13.5% | +22.9% | -36.4% | -17.4% |
| YTD | +21.1% | +65.7% | -44.6% | +8.4% |
| 1Y | +29.4% | +53.5% | -24.0% | +17.6% |
| 3Y | +94.9% | -23.0% | +117.9% | +95.9% |
| 5Y | +34.7% | -41.5% | +76.2% | +38.8% |
| All | +117.8% | -7.4% | +125.2% | +101.0% |
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