+358.0%
ALL vs SIRI
-11.0%
+369.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -4.3% | -3.0% | -1.3% | -3.8% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | +13.2% | +5.6% | +7.6% | +11.9% |
| 6M | +22.5% | +35.2% | -12.7% | +15.0% |
| YTD | +22.7% | +49.1% | -26.3% | +13.1% |
| 1Y | +28.3% | +26.8% | +1.5% | +21.4% |
| 3Y | +152.0% | -23.7% | +175.7% | +151.2% |
| 5Y | +115.4% | -41.8% | +157.3% | +119.5% |
| All | +358.0% | -11.0% | +369.1% | +318.2% |
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