+102.4%
FN vs SIRI
-26.1%
+128.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.3% | +11.9% |
| 7D | 0.0% | +12.6% | -12.6% | -2.3% |
| 30D | -34.3% | +25.9% | -60.2% | -37.2% |
| 3M | -39.9% | +10.3% | -50.2% | -41.1% |
| 6M | -51.8% | +24.8% | -76.6% | -54.2% |
| YTD | -28.1% | +68.6% | -96.8% | -36.6% |
| 1Y | -29.1% | +55.9% | -85.0% | -36.3% |
| 3Y | +102.4% | -22.3% | +124.8% | +110.4% |
| All | +102.4% | -26.1% | +128.5% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling