+8.1%
FPS vs SIRI
+33.4%
-25.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +2.3% |
| 7D | +3.1% | +1.6% | +1.5% | +3.1% |
| 30D | -18.6% | -4.7% | -13.8% | -19.3% |
| 3M | -51.5% | +5.3% | -56.7% | -52.4% |
| 6M | -8.5% | +30.5% | -39.0% | -6.6% |
| All | +8.1% | +33.4% | -25.3% | +12.1% |
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