-25.7%
FN vs SIRI
+59.9%
-85.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.4% | -14.4% | -5.5% |
| 7D | -7.0% | +22.3% | -29.2% | -6.1% |
| 30D | -24.7% | +26.9% | -51.7% | -24.0% |
| 3M | -35.7% | +9.6% | -45.3% | -34.8% |
| 6M | -52.4% | +27.2% | -79.6% | -52.7% |
| YTD | -25.0% | +72.4% | -97.4% | -30.6% |
| 1Y | -25.7% | +59.9% | -85.6% | -26.6% |
| All | -25.7% | +59.9% | -85.5% | -26.6% |
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 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