+16,101.3%
FICO vs SIRI
-7.3%
+16,108.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +0.9% | +5.5% | -4.7% | +0.4% |
| 30D | +9.4% | +22.6% | -13.2% | +7.7% |
| 3M | -30.4% | +12.9% | -43.3% | -31.1% |
| 6M | -35.1% | +22.3% | -57.4% | -36.1% |
| YTD | -56.8% | +67.8% | -124.6% | -58.6% |
| 1Y | -58.4% | +54.6% | -113.0% | -59.9% |
| 3Y | -26.7% | -21.4% | -5.3% | -26.6% |
| 5Y | +88.0% | -39.2% | +127.2% | +89.7% |
| 10Y | +545.7% | -5.2% | +550.9% | +532.8% |
| All | +16,101.3% | -7.3% | +16,108.6% | +12,330.5% |
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