+2,820.5%
FDX vs SIRI
-17.3%
+2,837.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.4% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | +3.8% | -4.7% | +8.5% | +4.0% |
| 3M | -1.3% | +5.3% | -6.6% | -1.7% |
| 6M | +5.0% | +30.5% | -25.5% | +3.2% |
| YTD | +39.6% | +49.6% | -10.0% | +36.0% |
| 1Y | +81.1% | +28.5% | +52.6% | +77.8% |
| 3Y | +63.0% | -27.5% | +90.5% | +63.6% |
| 5Y | +65.6% | -44.7% | +110.3% | +67.4% |
| 10Y | +183.4% | -12.6% | +196.0% | +179.8% |
| All | +2,820.5% | -17.3% | +2,837.9% | +2,503.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling