+28.3%
ALL vs SIRI
+24.9%
+3.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -4.3% | -3.0% | -1.3% | -4.1% |
| 30D | -3.6% | +1.3% | -4.9% | -3.7% |
| 3M | +13.2% | +5.6% | +7.6% | +12.7% |
| 6M | +22.5% | +35.2% | -12.7% | +15.8% |
| YTD | +22.7% | +49.1% | -26.3% | +14.4% |
| 1Y | +28.3% | +26.8% | +1.5% | +24.1% |
| All | +28.3% | +24.9% | +3.4% | +24.1% |
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