+764.4%
FIX vs SIRI
-23.9%
+788.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.2% |
| 7D | +6.0% | +1.6% | +4.5% | +5.8% |
| 30D | -7.2% | -4.7% | -2.5% | -6.7% |
| 3M | -15.9% | +5.3% | -21.1% | -16.8% |
| 6M | +12.7% | +30.5% | -17.8% | +7.9% |
| YTD | +72.8% | +49.6% | +23.2% | +61.7% |
| 1Y | +122.9% | +28.5% | +94.4% | +113.0% |
| All | +764.4% | -23.9% | +788.3% | +746.7% |
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