-28.7%
SIRI vs FND
+57.3%
-86.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -0.8% | -19.6% | +18.8% | +4.0% |
| 3M | +4.3% | -4.3% | +8.7% | +4.4% |
| 6M | +34.1% | -20.4% | +54.5% | +39.1% |
| YTD | +47.3% | -21.9% | +69.2% | +52.4% |
| 1Y | +22.9% | -45.2% | +68.1% | +37.8% |
| 3Y | -24.6% | -49.2% | +24.7% | -16.1% |
| 5Y | -43.2% | -61.8% | +18.6% | -35.5% |
| All | -28.7% | +57.3% | -86.0% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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