+3,644.4%
FIX vs SIRI
-5.0%
+3,649.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -13.9% | +5.5% | -19.5% | -15.4% |
| 30D | -35.5% | +22.6% | -58.2% | -39.0% |
| 3M | -33.9% | +12.9% | -46.9% | -36.3% |
| 6M | -43.3% | +22.3% | -65.6% | -46.8% |
| YTD | +18.7% | +67.8% | -49.1% | +2.0% |
| 1Y | +13.8% | +54.6% | -40.8% | -0.1% |
| 3Y | +495.0% | -21.4% | +516.3% | +495.2% |
| 5Y | +1,049.0% | -39.2% | +1,088.3% | +1,068.3% |
| 10Y | +3,644.4% | -5.2% | +3,649.6% | +3,040.6% |
| All | +3,644.4% | -5.0% | +3,649.4% | +3,040.6% |
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 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