+33.8%
FFIV vs SIRI
-41.4%
+75.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | -32.4% | +21.1% | -53.5% | -33.9% |
| 3M | -25.7% | +14.7% | -40.4% | -27.0% |
| 6M | -13.5% | +22.9% | -36.4% | -16.0% |
| YTD | +21.1% | +65.7% | -44.6% | +13.1% |
| 1Y | +29.4% | +53.5% | -24.0% | +21.9% |
| 3Y | +94.9% | -23.0% | +117.9% | +93.2% |
| All | +33.8% | -41.4% | +75.2% | +45.8% |
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