+12.5%
ACWI vs SIRI
+54.0%
-41.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -2.6% | +2.0% | -0.5% |
| 30D | -2.0% | +22.2% | -24.2% | -3.1% |
| 3M | -2.2% | +14.1% | -16.2% | -2.9% |
| 6M | +1.9% | +22.5% | -20.6% | +0.2% |
| YTD | +12.0% | +67.9% | -55.9% | +7.4% |
| 1Y | +12.5% | +54.6% | -42.1% | +9.8% |
| All | +12.5% | +54.0% | -41.5% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling