+50.1%
AR vs SIRI
-23.3%
+73.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | +3.5% | +1.3% | +2.3% | +3.4% |
| 3M | +9.9% | +5.6% | +4.3% | +9.0% |
| 6M | +4.5% | +35.1% | -30.6% | +0.3% |
| YTD | +13.7% | +49.0% | -35.4% | +7.5% |
| 1Y | +19.2% | +26.8% | -7.5% | +15.0% |
| All | +50.1% | -23.3% | +73.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling