-55.8%
FIG vs SIRI
+28.3%
-84.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.7% | -3.8% |
| 7D | -16.3% | +1.6% | -17.9% | -16.5% |
| 30D | -14.3% | -4.7% | -9.6% | -13.0% |
| 3M | +7.2% | +5.3% | +1.9% | +7.0% |
| 6M | -18.6% | +30.5% | -49.1% | -22.5% |
| YTD | -35.5% | +49.6% | -85.1% | -40.8% |
| 1Y | -55.8% | +28.5% | -84.3% | -57.6% |
| All | -55.8% | +28.3% | -84.1% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling