+1,036.2%
FTI vs SIRI
-41.5%
+1,077.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -4.4% | +0.6% | -4.9% | -4.4% |
| 30D | +1.5% | +2.5% | -1.0% | +1.2% |
| 3M | +8.2% | +6.6% | +1.6% | +7.1% |
| 6M | +18.8% | +32.9% | -14.1% | +14.0% |
| YTD | +71.7% | +50.5% | +21.2% | +61.7% |
| 1Y | +90.0% | +28.0% | +62.1% | +82.6% |
| 3Y | +270.5% | -22.4% | +292.9% | +265.6% |
| All | +1,036.2% | -41.5% | +1,077.7% | +1,093.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling