+59.9%
SIRI vs FDS
+31.1%
+28.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.9% | +5.6% | +8.1% |
| 7D | +22.3% | +9.4% | +12.8% | +21.2% |
| 30D | +26.9% | +23.8% | +3.2% | +24.5% |
| 3M | +9.6% | +25.1% | -15.5% | +7.3% |
| 6M | +27.2% | +53.8% | -26.6% | +23.0% |
| YTD | +72.4% | +19.6% | +52.8% | +73.0% |
| 1Y | +59.9% | +31.6% | +28.3% | +60.7% |
| All | +59.9% | +31.1% | +28.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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