+12,471.5%
FIX vs SIRI
-78.4%
+12,549.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.1% |
| 7D | +6.0% | +1.6% | +4.5% | +5.8% |
| 30D | -7.2% | -4.7% | -2.5% | -6.9% |
| 3M | -15.9% | +5.3% | -21.1% | -16.4% |
| 6M | +12.7% | +30.5% | -17.8% | +9.7% |
| YTD | +72.8% | +49.6% | +23.2% | +65.8% |
| 1Y | +122.9% | +28.5% | +94.4% | +116.6% |
| 3Y | +774.3% | -27.5% | +801.8% | +778.8% |
| 5Y | +2,049.5% | -44.7% | +2,094.1% | +2,082.4% |
| 10Y | +5,821.5% | -12.6% | +5,834.1% | +5,703.1% |
| All | +12,471.5% | -78.4% | +12,549.9% | +10,330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling