-80.3%
FIG vs SIRI
+35.5%
-115.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.6% |
| 7D | -16.4% | +4.3% | -20.6% | -16.5% |
| 30D | -2.3% | -2.8% | +0.5% | -1.9% |
| 3M | +7.8% | +5.9% | +1.9% | +8.8% |
| 6M | -21.8% | +31.9% | -53.8% | -20.5% |
| YTD | -39.1% | +48.7% | -87.8% | -37.4% |
| 1Y | -56.6% | +23.2% | -79.9% | -60.6% |
| All | -80.3% | +35.5% | -115.8% | -77.8% |
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