+110.0%
FE vs SIRI
-10.2%
+120.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.4% | +0.6% | -1.9% | -1.4% |
| 30D | -1.9% | +2.5% | -4.4% | -2.3% |
| 3M | -0.2% | +6.6% | -6.8% | -1.2% |
| 6M | -7.1% | +32.9% | -40.0% | -11.2% |
| YTD | +6.1% | +50.5% | -44.3% | -0.6% |
| 1Y | +10.1% | +28.0% | -17.9% | +5.4% |
| 3Y | +46.9% | -22.4% | +69.3% | +46.9% |
| 5Y | +50.0% | -41.3% | +91.3% | +52.7% |
| All | +110.0% | -10.2% | +120.2% | +88.3% |
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 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