+826.4%
FN vs SIRI
0.0%
+826.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.0% | +11.7% |
| 7D | +16.3% | +11.4% | +4.9% | +13.4% |
| 30D | -24.7% | +24.2% | -49.0% | -28.5% |
| 3M | -34.9% | +11.1% | -46.1% | -36.7% |
| 6M | -41.1% | +23.9% | -65.0% | -44.4% |
| YTD | -19.6% | +70.0% | -89.6% | -30.1% |
| 1Y | -18.5% | +56.6% | -75.1% | -27.7% |
| 3Y | +119.1% | -21.4% | +140.5% | +119.9% |
| 5Y | +206.9% | -38.3% | +245.3% | +210.9% |
| 10Y | +826.4% | -3.5% | +829.9% | +685.4% |
| All | +826.4% | 0.0% | +826.4% | +685.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling