+174.7%
FDX vs SIRI
-12.1%
+186.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.3% | -3.9% | +1.6% | -1.4% |
| 30D | -4.9% | -0.8% | -4.1% | -4.9% |
| 3M | -6.5% | +4.3% | -10.8% | -7.8% |
| 6M | +6.7% | +34.1% | -27.4% | -1.2% |
| YTD | +33.9% | +47.3% | -13.4% | +21.0% |
| 1Y | +72.2% | +22.9% | +49.3% | +61.8% |
| 3Y | +60.2% | -24.6% | +84.8% | +60.6% |
| 5Y | +62.9% | -43.2% | +106.1% | +67.1% |
| All | +174.7% | -12.1% | +186.8% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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