-84.3%
FRMI vs SIRI
+30.5%
-114.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +8.0% | +5.4% |
| 7D | +2.4% | +1.6% | +0.8% | +2.2% |
| 30D | -17.3% | -4.7% | -12.6% | -17.6% |
| 3M | -17.2% | +5.3% | -22.4% | -18.2% |
| 6M | -43.4% | +30.5% | -73.9% | -41.1% |
| YTD | -36.0% | +49.6% | -85.6% | -31.2% |
| All | -84.3% | +30.5% | -114.8% | -83.3% |
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 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