-48.5%
FPS vs SIRI
+20.5%
-69.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.6% | -8.2% | -10.6% |
| 7D | +21.6% | -3.7% | +25.3% | +19.2% |
| 30D | -38.8% | +20.4% | -59.2% | -33.2% |
| 3M | -42.1% | +12.5% | -54.6% | -37.9% |
| 6M | -48.5% | +23.4% | -71.9% | -51.5% |
| All | -48.5% | +20.5% | -69.0% | -51.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling