+73.3%
FDX vs SIRI
-21.7%
+94.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | -2.6% | +0.6% | -1.7% |
| 30D | +10.4% | +22.2% | -11.8% | +7.6% |
| 3M | +0.5% | +14.1% | -13.6% | -1.3% |
| 6M | +6.5% | +22.5% | -16.0% | +3.3% |
| YTD | +40.2% | +67.9% | -27.6% | +29.8% |
| 1Y | +52.1% | +54.6% | -2.5% | +42.3% |
| All | +73.3% | -21.7% | +94.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling