-11.5%
A vs SIRI
-41.5%
+30.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.5% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | -0.9% | +2.5% | -3.4% | -1.3% |
| 3M | +13.6% | +6.6% | +7.0% | +12.3% |
| 6M | +27.8% | +32.9% | -5.0% | +21.5% |
| YTD | +8.6% | +50.5% | -41.8% | +1.0% |
| 1Y | +16.9% | +28.0% | -11.1% | +11.3% |
| 3Y | +32.9% | -22.4% | +55.3% | +31.3% |
| All | -11.5% | -41.5% | +30.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling