+19.3%
AR vs SIRI
+26.8%
-7.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.5% |
| 30D | +3.5% | +1.3% | +2.2% | +3.7% |
| 3M | +9.9% | +5.6% | +4.3% | +9.8% |
| 6M | +4.5% | +35.2% | -30.6% | +3.5% |
| YTD | +13.7% | +49.1% | -35.4% | +11.8% |
| All | +19.3% | +26.8% | -7.6% | +15.5% |
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