+579.0%
FE vs SIRI
-80.8%
+659.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -0.3% | -3.7% | +3.4% | -0.2% |
| 30D | +3.9% | +20.4% | -16.6% | +3.2% |
| 3M | -0.1% | +12.5% | -12.6% | -0.5% |
| 6M | +6.1% | +23.4% | -17.4% | +5.2% |
| YTD | +8.1% | +65.2% | -57.1% | +6.0% |
| 1Y | +4.4% | +52.4% | -48.0% | +2.7% |
| 3Y | +49.0% | -22.6% | +71.6% | +48.9% |
| 5Y | +46.1% | -41.7% | +87.8% | +46.5% |
| 10Y | +122.6% | -7.8% | +130.3% | +120.1% |
| All | +579.0% | -80.8% | +659.8% | +545.9% |
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