+101.7%
FICO vs SIRI
-43.5%
+145.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -15.4% | +4.3% | -19.7% | -16.0% |
| 30D | -10.4% | -2.8% | -7.5% | -10.0% |
| 3M | -22.7% | +5.9% | -28.6% | -23.1% |
| 6M | -36.8% | +31.9% | -68.7% | -39.3% |
| YTD | -44.8% | +48.7% | -93.5% | -48.0% |
| 1Y | -39.3% | +23.2% | -62.5% | -41.4% |
| 3Y | +3.7% | -23.9% | +27.6% | +3.2% |
| 5Y | +101.7% | -43.4% | +145.1% | +120.6% |
| All | +101.7% | -43.5% | +145.2% | +120.6% |
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