-24.2%
AR vs SIRI
-8.0%
-16.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +2.5% | +1.6% | +0.9% | +1.9% |
| 30D | +14.8% | -4.7% | +19.5% | +16.1% |
| 3M | +6.2% | +5.3% | +1.0% | +4.0% |
| 6M | +4.3% | +30.5% | -26.2% | -4.9% |
| YTD | +14.4% | +49.6% | -35.3% | -0.5% |
| 1Y | +21.3% | +28.5% | -7.2% | +10.0% |
| 3Y | +39.8% | -27.5% | +67.3% | +42.1% |
| 5Y | +142.1% | -44.7% | +186.7% | +154.3% |
| 10Y | +52.0% | -12.6% | +64.7% | +28.2% |
| All | -24.2% | -8.0% | -16.2% | -41.0% |
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 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