+586.3%
FE vs SIRI
-80.7%
+667.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.3% |
| 30D | +4.5% | +21.1% | -16.6% | +3.8% |
| 3M | +1.3% | +14.7% | -13.4% | +0.8% |
| 6M | +8.7% | +22.9% | -14.3% | +7.8% |
| YTD | +9.2% | +65.7% | -56.5% | +7.2% |
| 1Y | +7.0% | +53.5% | -46.5% | +5.2% |
| 3Y | +51.4% | -23.0% | +74.4% | +51.3% |
| 5Y | +47.7% | -41.5% | +89.2% | +48.1% |
| 10Y | +125.0% | -7.4% | +132.4% | +122.4% |
| All | +586.3% | -80.7% | +667.0% | +552.8% |
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