+538.9%
FICO vs SIRI
-7.8%
+546.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.5% |
| 30D | -0.8% | +20.4% | -21.2% | -5.9% |
| 3M | -31.3% | +12.5% | -43.8% | -33.7% |
| 6M | -33.9% | +23.4% | -57.4% | -37.6% |
| YTD | -57.6% | +65.2% | -122.7% | -63.3% |
| 1Y | -59.7% | +52.4% | -112.0% | -64.3% |
| 3Y | -28.0% | -22.6% | -5.4% | -27.2% |
| 5Y | +91.0% | -41.7% | +132.7% | +101.5% |
| All | +538.9% | -7.8% | +546.7% | +461.9% |
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