+145.6%
AR vs SIRI
-43.2%
+188.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.2% | -3.9% | +2.7% | -0.6% |
| 30D | +5.5% | -0.8% | +6.4% | +5.6% |
| 3M | +12.9% | +4.3% | +8.6% | +11.7% |
| 6M | +0.1% | +34.1% | -34.0% | -5.3% |
| YTD | +13.5% | +47.3% | -33.8% | +5.4% |
| 1Y | +21.6% | +22.9% | -1.3% | +16.1% |
| 3Y | +46.0% | -24.6% | +70.5% | +47.1% |
| All | +145.6% | -43.2% | +188.8% | +147.2% |
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