+4,111.8%
ALL vs SIRI
-17.3%
+4,129.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | 0.0% | +1.6% | -1.5% | -0.1% |
| 30D | -1.5% | -4.7% | +3.2% | -1.3% |
| 3M | +23.6% | +5.3% | +18.4% | +23.2% |
| 6M | +22.3% | +30.5% | -8.2% | +20.4% |
| YTD | +26.5% | +49.6% | -23.1% | +23.6% |
| 1Y | +27.0% | +28.5% | -1.5% | +25.0% |
| 3Y | +149.6% | -27.5% | +177.0% | +149.9% |
| 5Y | +118.1% | -44.7% | +162.7% | +120.0% |
| 10Y | +369.0% | -12.6% | +381.6% | +362.3% |
| All | +4,111.8% | -17.3% | +4,129.2% | +3,536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling