+6,161.0%
FIX vs SIRI
-13.4%
+6,174.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +6.1% | +4.3% | +1.8% | +4.9% |
| 30D | -2.7% | -2.8% | +0.2% | -2.1% |
| 3M | -10.9% | +5.9% | -16.9% | -12.8% |
| 6M | +29.0% | +31.9% | -2.9% | +19.1% |
| YTD | +76.9% | +48.7% | +28.2% | +57.6% |
| 1Y | +130.7% | +23.2% | +107.5% | +115.0% |
| 3Y | +790.7% | -23.9% | +814.5% | +787.6% |
| 5Y | +2,185.6% | -43.4% | +2,229.0% | +2,242.2% |
| All | +6,161.0% | -13.4% | +6,174.5% | +5,915.9% |
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