-83.1%
FRMI vs SIRI
+31.2%
-114.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +7.4% | +0.6% | +6.9% | +7.4% |
| 30D | -27.6% | +2.5% | -30.1% | -27.7% |
| 3M | -20.9% | +6.6% | -27.5% | -21.8% |
| 6M | -36.6% | +32.9% | -69.5% | -33.6% |
| YTD | -31.3% | +50.5% | -81.7% | -26.0% |
| All | -83.1% | +31.2% | -114.3% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling