-51.4%
FPS vs SIRI
+23.9%
-75.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | 0.0% |
| 7D | +13.6% | -1.7% | +15.2% | +12.4% |
| 30D | -32.4% | +21.1% | -53.5% | -26.0% |
| 3M | -41.1% | +14.7% | -55.8% | -36.5% |
| 6M | -51.4% | +22.9% | -74.3% | -53.7% |
| All | -51.4% | +23.9% | -75.3% | -53.7% |
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