-62.6%
SIRI vs FDS
+9,090.7%
-9,153.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.9% |
| 7D | +4.3% | -5.4% | +9.7% | +6.4% |
| 30D | -2.8% | +1.6% | -4.4% | -3.7% |
| 3M | +5.9% | +17.7% | -11.8% | -1.5% |
| 6M | +31.9% | +29.1% | +2.9% | +16.7% |
| YTD | +48.7% | +1.0% | +47.7% | +42.7% |
| 1Y | +23.2% | -21.6% | +44.8% | +29.4% |
| 3Y | -23.9% | -30.1% | +6.2% | -17.1% |
| 5Y | -43.4% | -20.7% | -22.7% | -42.2% |
| 10Y | -13.6% | +78.3% | -91.9% | -37.4% |
| All | -62.6% | +9,090.7% | -9,153.3% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling