+5,150.0%
FFIV vs SIRI
-84.3%
+5,234.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -1.0% | +1.6% | -2.5% | -1.2% |
| 30D | -5.1% | -4.7% | -0.4% | -4.5% |
| 3M | -4.5% | +5.3% | -9.7% | -5.3% |
| 6M | +36.5% | +30.5% | +6.0% | +31.0% |
| YTD | +53.0% | +49.6% | +3.3% | +43.9% |
| 1Y | +24.2% | +28.5% | -4.3% | +19.1% |
| 3Y | +137.2% | -27.5% | +164.7% | +138.7% |
| 5Y | +91.8% | -44.7% | +136.4% | +95.8% |
| 10Y | +215.2% | -12.6% | +227.8% | +199.5% |
| All | +5,150.0% | -84.3% | +5,234.4% | +6,050.5% |
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 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