-51.1%
FIS vs SIRI
+59.9%
-110.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +8.4% | -32.1% | -23.8% |
| 7D | -18.4% | +22.3% | -40.7% | -20.6% |
| 30D | -11.4% | +26.9% | -38.3% | -14.3% |
| 3M | -32.0% | +9.6% | -41.6% | -32.5% |
| 6M | -35.6% | +27.2% | -62.8% | -36.9% |
| YTD | -53.8% | +72.4% | -126.2% | -57.1% |
| 1Y | -51.1% | +59.9% | -111.0% | -53.5% |
| All | -51.1% | +59.9% | -110.9% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling