+40.5%
ALL vs SIRI
+59.9%
-19.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.6% | +1.9% |
| 7D | +7.5% | +22.3% | -14.7% | +5.1% |
| 30D | +19.7% | +26.9% | -7.2% | +16.6% |
| 3M | +2.9% | +9.6% | -6.7% | +1.3% |
| 6M | +23.5% | +27.2% | -3.6% | +20.3% |
| YTD | +31.1% | +72.4% | -41.3% | +20.8% |
| 1Y | +40.5% | +59.9% | -19.5% | +28.7% |
| All | +40.5% | +59.9% | -19.4% | +28.7% |
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