+2,943.1%
FN vs SIRI
+291.7%
+2,651.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.3% | +12.1% |
| 7D | 0.0% | +12.6% | -12.6% | -3.2% |
| 30D | -34.3% | +25.9% | -60.2% | -38.3% |
| 3M | -39.9% | +10.3% | -50.2% | -41.7% |
| 6M | -51.8% | +24.8% | -76.6% | -55.0% |
| YTD | -28.1% | +68.6% | -96.8% | -38.6% |
| 1Y | -29.1% | +55.9% | -85.0% | -38.1% |
| 3Y | +102.4% | -22.3% | +124.8% | +103.6% |
| 5Y | +171.7% | -38.6% | +210.3% | +171.8% |
| 10Y | +773.5% | -0.6% | +774.1% | +612.1% |
| All | +2,943.1% | +291.7% | +2,651.4% | +1,495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling