+15,522.3%
FICO vs SIRI
-6.9%
+15,529.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -0.9% | +12.6% | -13.5% | -1.9% |
| 30D | +3.3% | +25.9% | -22.5% | +1.4% |
| 3M | -31.7% | +10.3% | -42.0% | -32.3% |
| 6M | -34.0% | +24.8% | -58.8% | -35.1% |
| YTD | -58.3% | +68.6% | -126.9% | -60.1% |
| 1Y | -57.9% | +55.9% | -113.8% | -59.5% |
| 3Y | -24.1% | -22.3% | -1.7% | -23.9% |
| 5Y | +85.3% | -38.6% | +123.9% | +86.8% |
| 10Y | +520.3% | -0.6% | +520.9% | +506.0% |
| All | +15,522.3% | -6.9% | +15,529.2% | +11,881.6% |
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 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