+693.0%
FN vs SIRI
-7.4%
+700.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.7% | -7.4% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | -16.5% | +21.1% | -37.7% | -20.2% |
| 3M | -42.1% | +14.7% | -56.8% | -44.1% |
| 6M | -52.9% | +22.9% | -75.8% | -55.4% |
| YTD | -28.0% | +65.7% | -93.7% | -37.0% |
| 1Y | -18.5% | +53.5% | -72.0% | -27.3% |
| 3Y | +93.9% | -23.0% | +116.9% | +95.5% |
| 5Y | +170.5% | -41.5% | +212.0% | +179.1% |
| All | +693.0% | -7.4% | +700.4% | +591.9% |
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