-22.6%
FPS vs SIRI
+53.7%
-76.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.4% | -25.8% | -13.9% |
| 7D | -23.3% | +22.3% | -45.6% | -17.5% |
| 30D | -42.4% | +26.9% | -69.4% | -37.4% |
| 3M | -43.0% | +9.6% | -52.7% | -39.5% |
| 6M | -44.5% | +27.2% | -71.7% | -42.1% |
| All | -22.6% | +53.7% | -76.3% | -14.0% |
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