+565.2%
A vs SIRI
-84.6%
+649.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | 0.0% | +21.1% | -21.2% | -2.7% |
| 3M | +16.7% | +14.7% | +2.0% | +14.3% |
| 6M | +54.8% | +22.9% | +31.9% | +49.9% |
| YTD | +28.8% | +65.7% | -36.9% | +19.2% |
| 1Y | +19.3% | +53.5% | -34.2% | +11.6% |
| 3Y | +65.5% | -23.0% | +88.5% | +66.0% |
| 5Y | +12.1% | -41.5% | +53.6% | +13.9% |
| 10Y | +305.4% | -7.4% | +312.8% | +282.9% |
| All | +565.2% | -84.6% | +649.9% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling