+115.4%
FOXA vs SIRI
-22.6%
+138.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +5.0% | +2.5% | +2.5% | +4.6% |
| 3M | -3.0% | +6.6% | -9.6% | -4.1% |
| 6M | +14.8% | +32.9% | -18.1% | +9.3% |
| YTD | -8.9% | +50.5% | -59.4% | -15.2% |
| 1Y | +13.3% | +28.0% | -14.6% | +8.1% |
| 3Y | +115.4% | -22.4% | +137.8% | +114.3% |
| All | +115.4% | -22.6% | +138.0% | +114.3% |
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