-58.5%
FIG vs SIRI
+28.0%
-86.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -2.3% | +2.5% | -4.8% | -2.9% |
| 3M | +20.0% | +6.6% | +13.3% | +19.5% |
| 6M | -16.7% | +32.9% | -49.5% | -21.0% |
| YTD | -37.9% | +50.5% | -88.4% | -43.1% |
| 1Y | -58.5% | +28.0% | -86.5% | -60.0% |
| All | -58.5% | +28.0% | -86.6% | -60.0% |
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 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