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  • SIRI vs FDS✓SelectedUSD · FDSSIRI vs FDS performance historyLatest closeAs of-0.90%09/09
Stock and ETF performance explorer

SIRI vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-62.9%
FDS return
+8,778.1%
Excess return
-8,841.0%
Maximum drawdown
-99.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-0.9%-3.4%+2.5%+0.4%
7D-3.9%-8.8%+4.9%-0.6%
30D-0.8%-1.4%+0.5%-0.7%
3M+4.3%+13.9%-9.6%-1.8%
6M+34.1%+27.4%+6.7%+19.1%
YTD+47.3%-2.5%+49.8%+43.3%
1Y+22.9%-23.8%+46.7%+30.3%
3Y-24.6%-32.5%+7.9%-16.8%
5Y-43.2%-23.2%-20.0%-41.3%
10Y-12.3%+76.4%-88.7%-36.3%
All-62.9%+8,778.1%-8,841.0%-88.7%

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 1990-01-01 to 2026-09-09: 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…

1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling