-11.3%
SIRI vs FWONK
+340.2%
-351.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +2.5% | -7.7% | +10.2% | +5.2% |
| 3M | +6.6% | +5.7% | +0.9% | +4.4% |
| 6M | +32.9% | +13.5% | +19.4% | +26.8% |
| YTD | +50.5% | -3.0% | +53.4% | +50.9% |
| 1Y | +28.0% | -6.4% | +34.4% | +29.7% |
| 3Y | -22.4% | +43.8% | -66.2% | -33.4% |
| 5Y | -41.3% | +98.6% | -139.9% | -56.0% |
| All | -11.3% | +340.2% | -351.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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