+284.0%
FITB vs SIRI
-10.2%
+294.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.3% | +0.6% | -0.8% | -0.5% |
| 30D | -5.7% | +2.5% | -8.2% | -6.6% |
| 3M | +3.2% | +6.6% | -3.5% | +0.5% |
| 6M | +23.4% | +32.9% | -9.5% | +10.6% |
| YTD | +18.8% | +50.5% | -31.7% | +1.3% |
| 1Y | +25.0% | +28.0% | -3.0% | +12.4% |
| 3Y | +131.2% | -22.4% | +153.6% | +131.0% |
| 5Y | +70.7% | -41.3% | +112.0% | +74.6% |
| All | +284.0% | -10.2% | +294.2% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling