+161.7%
ALL vs SIRI
-41.3%
+203.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | +12.8% | +20.4% | -7.6% | +10.7% |
| 3M | +4.7% | +12.5% | -7.8% | +3.4% |
| 6M | +24.9% | +23.4% | +1.5% | +22.1% |
| YTD | +30.0% | +65.2% | -35.2% | +23.2% |
| 1Y | +29.9% | +52.4% | -22.4% | +24.0% |
| 3Y | +117.5% | -22.6% | +140.1% | +119.3% |
| 5Y | +161.7% | -41.7% | +203.4% | +176.6% |
| All | +161.7% | -41.3% | +203.0% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling