+2.1%
AS vs SIRI
+59.9%
-57.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.3% | +3.7% |
| 7D | +13.8% | +22.3% | -8.5% | +10.5% |
| 30D | +16.7% | +26.9% | -10.3% | +12.8% |
| 3M | -11.5% | +9.6% | -21.1% | -12.9% |
| 6M | -5.5% | +27.2% | -32.7% | -8.2% |
| YTD | -14.2% | +72.4% | -86.6% | -16.9% |
| 1Y | +2.1% | +59.9% | -57.9% | 0.0% |
| All | +2.1% | +59.9% | -57.8% | 0.0% |
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 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