-42.4%
SIRI vs FGI
-70.4%
+28.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.2% | -2.7% |
| 7D | +1.6% | +0.5% | +1.0% | +1.6% |
| 30D | -4.7% | +65.4% | -70.1% | -6.3% |
| 3M | +5.3% | +23.5% | -18.2% | +4.0% |
| 6M | +30.5% | +60.5% | -30.0% | +26.2% |
| YTD | +49.6% | +30.0% | +19.6% | +45.2% |
| 1Y | +28.5% | +82.1% | -53.6% | +21.8% |
| 3Y | -27.5% | -4.4% | -23.1% | -30.9% |
| All | -42.4% | -70.4% | +28.0% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling