+448.7%
FIX vs SIRI
-26.1%
+474.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.6% |
| 7D | -17.5% | +12.6% | -30.1% | -18.7% |
| 30D | -41.6% | +25.9% | -67.4% | -43.3% |
| 3M | -40.6% | +10.3% | -50.9% | -41.4% |
| 6M | -49.4% | +24.8% | -74.2% | -51.2% |
| YTD | +9.2% | +68.6% | -59.4% | +0.1% |
| 1Y | +6.5% | +55.9% | -49.4% | -1.2% |
| 3Y | +448.7% | -22.3% | +471.1% | +446.0% |
| All | +448.7% | -26.1% | +474.8% | +446.0% |
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