+96.4%
AGG vs SIRI
+100.3%
-3.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.6% |
| 7D | -0.9% | -3.0% | +2.1% | -0.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.0% |
| 3M | -1.3% | +5.6% | -6.9% | -1.3% |
| 6M | -2.1% | +35.2% | -37.2% | -2.0% |
| YTD | -1.2% | +49.1% | -50.3% | -1.1% |
| 1Y | -0.5% | +26.8% | -27.3% | -0.4% |
| 3Y | +12.4% | -23.7% | +36.1% | +12.4% |
| 5Y | -2.4% | -41.8% | +39.4% | -2.4% |
| 10Y | +14.3% | -11.3% | +25.6% | +14.7% |
| All | +96.4% | +100.3% | -3.9% | +100.4% |
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