+358.7%
ALAB vs SIRI
-19.0%
+377.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | -8.8% | +1.3% | -10.1% | -9.1% |
| 3M | -14.0% | +5.6% | -19.6% | -15.5% |
| 6M | +144.3% | +35.2% | +109.1% | +130.8% |
| YTD | +71.0% | +49.1% | +22.0% | +56.9% |
| 1Y | +23.5% | +26.8% | -3.3% | +17.3% |
| All | +358.7% | -19.0% | +377.7% | +427.9% |
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