+665.4%
FICO vs SIRI
-14.2%
+679.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.6% |
| 7D | -10.6% | -3.9% | -6.7% | -9.5% |
| 30D | -6.3% | -0.8% | -5.5% | -6.2% |
| 3M | -19.7% | +4.3% | -24.1% | -20.4% |
| 6M | -31.8% | +34.1% | -65.8% | -37.2% |
| YTD | -41.8% | +47.3% | -89.2% | -48.0% |
| 1Y | -36.4% | +22.9% | -59.3% | -40.5% |
| 3Y | +9.3% | -24.6% | +33.8% | +9.9% |
| 5Y | +113.0% | -43.2% | +156.2% | +120.7% |
| 10Y | +665.4% | -12.3% | +677.7% | +513.9% |
| All | +665.4% | -14.2% | +679.6% | +513.9% |
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