-26.5%
FIS vs SIRI
-24.2%
-2.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -9.1% | -3.9% | -5.2% | -8.6% |
| 30D | -10.4% | -0.8% | -9.6% | -10.4% |
| 3M | -3.7% | +4.3% | -8.0% | -4.1% |
| 6M | -24.8% | +34.1% | -58.8% | -27.6% |
| YTD | -41.6% | +47.3% | -88.9% | -44.5% |
| 1Y | -42.7% | +22.9% | -65.7% | -44.5% |
| All | -26.5% | -24.2% | -2.3% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling