-21.7%
FN vs SIRI
+56.0%
-77.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.0% | +11.9% |
| 7D | +16.3% | +11.4% | +4.9% | +17.1% |
| 30D | -24.7% | +24.2% | -49.0% | -23.6% |
| 3M | -34.9% | +11.1% | -46.1% | -33.9% |
| 6M | -41.1% | +23.9% | -65.0% | -40.9% |
| YTD | -19.6% | +70.0% | -89.6% | -22.8% |
| All | -21.7% | +56.0% | -77.7% | -19.9% |
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 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