-34.5%
SIRI vs FGI
-70.0%
+35.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | +11.4% | -1.4% | +12.8% | +11.4% |
| 30D | +24.2% | -3.2% | +27.5% | +24.3% |
| 3M | +11.1% | +64.1% | -53.0% | +9.2% |
| 6M | +23.9% | +17.2% | +6.7% | +22.3% |
| YTD | +70.0% | +31.6% | +38.4% | +64.9% |
| 1Y | +56.6% | +45.1% | +11.6% | +51.0% |
| 3Y | -21.4% | -2.0% | -19.4% | -25.1% |
| All | -34.5% | -70.0% | +35.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling