-23.1%
SIRI vs FDS
-36.6%
+13.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +2.4% |
| 7D | -3.0% | -16.0% | +13.0% | +0.5% |
| 30D | +1.3% | -6.7% | +8.0% | +2.5% |
| 3M | +5.6% | +6.0% | -0.3% | +3.8% |
| 6M | +35.1% | +25.1% | +10.0% | +26.9% |
| YTD | +49.0% | -8.1% | +57.2% | +54.2% |
| 1Y | +26.8% | -26.0% | +52.8% | +42.6% |
| All | -23.1% | -36.6% | +13.5% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling