-2.1%
AGG vs SIRI
+35.9%
-38.0%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.7% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -1.0% | +1.3% | -2.3% | -1.0% |
| 3M | -1.3% | +5.6% | -6.9% | -1.6% |
| 6M | -2.1% | +35.2% | -37.2% | -4.6% |
| All | -2.1% | +35.9% | -38.0% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling