+24.2%
FIX vs SIRI
+53.5%
-29.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.3% |
| 7D | +9.4% | -1.7% | +11.1% | +9.2% |
| 30D | -27.8% | +21.1% | -48.9% | -26.7% |
| 3M | -35.6% | +14.7% | -50.3% | -34.5% |
| 6M | -45.2% | +22.9% | -68.2% | -45.8% |
| YTD | +19.5% | +65.7% | -46.3% | +12.0% |
| 1Y | +24.2% | +53.5% | -29.2% | +21.3% |
| All | +24.2% | +53.5% | -29.2% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling