+49.9%
FE vs SIRI
-21.7%
+71.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.3% |
| 30D | +3.6% | +22.2% | -18.6% | +2.7% |
| 3M | +0.3% | +14.1% | -13.8% | -0.3% |
| 6M | +6.4% | +22.5% | -16.1% | +5.4% |
| YTD | +8.1% | +67.9% | -59.8% | +5.6% |
| 1Y | +4.6% | +54.6% | -50.0% | +2.5% |
| All | +49.9% | -21.7% | +71.5% | +54.7% |
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