-23.9%
SIRI vs FGI
-6.2%
-17.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.7% |
| 7D | +4.3% | +5.2% | -0.9% | +4.2% |
| 30D | -2.8% | +65.2% | -68.0% | -3.6% |
| 3M | +5.9% | +30.2% | -24.3% | +5.3% |
| 6M | +31.9% | +87.8% | -55.9% | +29.1% |
| YTD | +48.7% | +32.5% | +16.2% | +46.0% |
| 1Y | +23.2% | +93.6% | -70.4% | +20.1% |
| 3Y | -23.9% | -2.6% | -21.3% | -24.3% |
| All | -23.9% | -6.2% | -17.7% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling