+890.0%
FN vs SIRI
-13.0%
+903.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.3% |
| 7D | +3.5% | +4.3% | -0.7% | +2.4% |
| 30D | -26.0% | -2.8% | -23.1% | -25.5% |
| 3M | -33.3% | +5.9% | -39.2% | -34.5% |
| 6M | -14.9% | +31.9% | -46.9% | -20.9% |
| YTD | -8.6% | +48.7% | -57.2% | -17.9% |
| 1Y | +12.3% | +23.2% | -10.9% | +5.3% |
| 3Y | +174.4% | -23.9% | +198.3% | +176.6% |
| 5Y | +296.4% | -43.4% | +339.8% | +306.1% |
| 10Y | +890.0% | -13.6% | +903.6% | +597.1% |
| All | +890.0% | -13.0% | +903.0% | +597.1% |
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 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