+231.8%
ACWI vs SIRI
-14.2%
+246.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | 0.0% | -3.9% | +3.9% | +0.7% |
| 30D | -0.6% | -0.8% | +0.2% | -0.5% |
| 3M | +4.3% | +4.3% | 0.0% | +3.1% |
| 6M | +12.7% | +34.1% | -21.4% | +6.0% |
| YTD | +13.9% | +47.3% | -33.4% | +4.9% |
| 1Y | +20.5% | +22.9% | -2.4% | +14.6% |
| 3Y | +76.5% | -24.6% | +101.1% | +76.9% |
| 5Y | +67.5% | -43.2% | +110.7% | +71.5% |
| 10Y | +231.8% | -12.3% | +244.2% | +186.9% |
| All | +231.8% | -14.2% | +246.0% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling