+38.4%
AR vs SIRI
-10.2%
+48.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -2.5% | +0.6% | -3.0% | -2.6% |
| 30D | +2.5% | +2.5% | 0.0% | +1.6% |
| 3M | +12.3% | +6.6% | +5.7% | +9.6% |
| 6M | -3.1% | +32.9% | -36.0% | -11.9% |
| YTD | +11.5% | +50.5% | -38.9% | -2.8% |
| 1Y | +17.0% | +28.0% | -10.9% | +6.5% |
| 3Y | +47.3% | -22.4% | +69.7% | +46.1% |
| 5Y | +141.2% | -41.3% | +182.5% | +145.9% |
| All | +38.4% | -10.2% | +48.6% | +16.0% |
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