+348.4%
FIS vs SIRI
-60.7%
+409.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -3.5% | +4.3% | -7.7% | -3.8% |
| 30D | -7.8% | -2.8% | -5.0% | -7.7% |
| 3M | +0.8% | +5.9% | -5.1% | +0.4% |
| 6M | -21.9% | +31.9% | -53.8% | -23.7% |
| YTD | -39.5% | +48.7% | -88.1% | -41.5% |
| 1Y | -41.0% | +23.2% | -64.2% | -42.1% |
| 3Y | -23.6% | -23.9% | +0.3% | -23.5% |
| 5Y | -65.6% | -43.4% | -22.2% | -65.2% |
| 10Y | -40.2% | -13.6% | -26.6% | -41.1% |
| All | +348.4% | -60.7% | +409.1% | +287.5% |
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 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