+46.1%
FE vs SIRI
-39.0%
+85.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.2% |
| 30D | +3.6% | +22.2% | -18.6% | +2.2% |
| 3M | +0.3% | +14.1% | -13.8% | -0.7% |
| 6M | +6.4% | +22.5% | -16.1% | +4.8% |
| YTD | +8.1% | +67.9% | -59.8% | +3.9% |
| 1Y | +4.6% | +54.6% | -50.0% | +1.1% |
| 3Y | +49.1% | -21.3% | +70.4% | +50.2% |
| 5Y | +46.1% | -40.4% | +86.5% | +58.5% |
| All | +46.1% | -39.0% | +85.1% | +58.5% |
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