-41.2%
FIS vs SIRI
-10.2%
-31.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -9.0% | +0.6% | -9.5% | -9.1% |
| 30D | -9.0% | +2.5% | -11.5% | -9.6% |
| 3M | -0.5% | +6.6% | -7.2% | -2.0% |
| 6M | -23.1% | +32.9% | -56.0% | -28.3% |
| YTD | -41.5% | +50.5% | -91.9% | -47.1% |
| 1Y | -42.2% | +28.0% | -70.2% | -46.0% |
| 3Y | -26.3% | -22.4% | -3.9% | -26.5% |
| 5Y | -65.2% | -41.3% | -23.9% | -64.5% |
| All | -41.2% | -10.2% | -31.0% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling