-38.8%
FIS vs SIRI
-22.7%
-16.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.1% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | -16.7% | +21.1% | -37.8% | -19.0% |
| 3M | -32.3% | +14.7% | -47.0% | -33.7% |
| 6M | -29.1% | +22.9% | -52.0% | -31.1% |
| YTD | -54.1% | +65.7% | -119.9% | -57.2% |
| 1Y | -53.7% | +53.5% | -107.2% | -56.4% |
| 3Y | -38.8% | -23.0% | -15.8% | -38.1% |
| All | -38.8% | -22.7% | -16.2% | -38.1% |
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 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