+2,102.5%
FTI vs SIRI
-65.7%
+2,168.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.3% | -3.9% | +1.6% | -1.9% |
| 30D | +5.0% | -0.8% | +5.9% | +5.1% |
| 3M | +13.8% | +4.3% | +9.5% | +13.0% |
| 6M | +22.9% | +34.1% | -11.2% | +18.2% |
| YTD | +75.0% | +47.3% | +27.7% | +66.1% |
| 1Y | +96.9% | +22.9% | +74.0% | +90.6% |
| 3Y | +276.7% | -24.6% | +301.3% | +276.7% |
| 5Y | +1,157.0% | -43.2% | +1,200.2% | +1,175.8% |
| 10Y | +310.7% | -12.3% | +323.0% | +301.3% |
| All | +2,102.5% | -65.7% | +2,168.1% | +1,699.5% |
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