-43.3%
SIRI vs FGI
-69.1%
+25.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -3.9% | +14.7% | -18.6% | -4.1% |
| 30D | -0.8% | +67.0% | -67.8% | -2.5% |
| 3M | +4.3% | +31.0% | -26.7% | +3.0% |
| 6M | +34.1% | +126.8% | -92.8% | +28.7% |
| YTD | +47.3% | +35.6% | +11.7% | +42.9% |
| 1Y | +22.9% | +108.9% | -86.0% | +16.0% |
| 3Y | -24.6% | -0.3% | -24.3% | -28.2% |
| All | -43.3% | -69.1% | +25.8% | -44.3% |
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