+76.9%
FICO vs SIRI
-38.7%
+115.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | +12.6% | -13.5% | -3.0% |
| 30D | +3.3% | +25.9% | -22.5% | -0.6% |
| 3M | -31.7% | +10.3% | -42.0% | -32.9% |
| 6M | -34.0% | +24.8% | -58.8% | -36.1% |
| YTD | -58.3% | +68.6% | -126.9% | -61.6% |
| 1Y | -57.9% | +55.9% | -113.8% | -60.8% |
| 3Y | -24.1% | -22.3% | -1.7% | -24.7% |
| All | +76.9% | -38.7% | +115.7% | +97.0% |
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