+576.2%
FE vs SIRI
-82.6%
+658.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | +1.9% | +1.6% | +0.4% | +1.9% |
| 30D | -1.2% | -4.7% | +3.5% | -1.0% |
| 3M | +3.5% | +5.3% | -1.8% | +3.3% |
| 6M | -6.1% | +30.5% | -36.6% | -7.0% |
| YTD | +7.6% | +49.6% | -42.0% | +6.0% |
| 1Y | +11.9% | +28.5% | -16.6% | +10.7% |
| 3Y | +48.4% | -27.5% | +75.9% | +48.6% |
| 5Y | +44.8% | -44.7% | +89.4% | +45.5% |
| 10Y | +115.9% | -12.6% | +128.5% | +114.0% |
| All | +576.2% | -82.6% | +658.8% | +545.6% |
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