+0.7%
FPS vs SIRI
+32.9%
-32.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -6.9% | -5.7% |
| 7D | -4.6% | -3.0% | -1.6% | -4.7% |
| 30D | -22.6% | +1.3% | -23.9% | -22.6% |
| 3M | -45.1% | +5.6% | -50.7% | -46.2% |
| 6M | -17.8% | +35.1% | -53.0% | -13.4% |
| All | +0.7% | +32.9% | -32.2% | +4.4% |
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 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