+65.5%
FDX vs SIRI
-43.6%
+109.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.3% | +4.3% | -7.6% | -3.9% |
| 30D | -1.4% | -2.8% | +1.4% | -1.1% |
| 3M | -4.5% | +5.9% | -10.4% | -5.5% |
| 6M | +9.4% | +31.9% | -22.5% | +4.9% |
| YTD | +36.0% | +48.7% | -12.6% | +28.1% |
| 1Y | +75.5% | +23.2% | +52.3% | +69.2% |
| 3Y | +62.8% | -23.9% | +86.7% | +62.4% |
| All | +65.5% | -43.6% | +109.1% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling