+460.7%
A vs SIRI
-86.2%
+546.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -2.1% | +4.3% | -6.3% | -2.7% |
| 30D | +0.6% | -2.8% | +3.4% | +0.9% |
| 3M | +10.9% | +5.9% | +5.0% | +9.8% |
| 6M | +28.2% | +31.9% | -3.8% | +22.8% |
| YTD | +8.6% | +48.7% | -40.1% | +2.2% |
| 1Y | +15.5% | +23.2% | -7.7% | +11.4% |
| 3Y | +31.8% | -23.9% | +55.7% | +32.2% |
| 5Y | -14.9% | -43.4% | +28.5% | -13.0% |
| 10Y | +237.8% | -13.6% | +251.4% | +222.8% |
| All | +460.7% | -86.2% | +546.9% | +396.4% |
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