-35.4%
SIRI vs FGI
-70.0%
+34.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +5.5% | -4.1% | +9.6% | +5.6% |
| 30D | +22.6% | -3.4% | +26.0% | +22.6% |
| 3M | +12.9% | +61.8% | -48.8% | +11.0% |
| 6M | +22.3% | +17.0% | +5.2% | +20.7% |
| YTD | +67.8% | +31.4% | +36.4% | +62.7% |
| 1Y | +54.6% | +42.7% | +11.9% | +49.0% |
| 3Y | -21.4% | -0.1% | -21.2% | -25.2% |
| All | -35.4% | -70.0% | +34.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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