+168.9%
FN vs SIRI
-23.9%
+192.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.8% | +3.7% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | -22.0% | -4.7% | -17.3% | -21.2% |
| 3M | -43.0% | +5.3% | -48.3% | -43.9% |
| 6M | -27.7% | +30.5% | -58.3% | -32.3% |
| YTD | -10.5% | +49.6% | -60.2% | -19.3% |
| 1Y | +12.5% | +28.5% | -16.0% | +5.0% |
| All | +168.9% | -23.9% | +192.8% | +173.8% |
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