-21.9%
AS vs SIRI
+28.3%
-50.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +3.9% |
| 7D | -4.9% | +1.6% | -6.5% | -5.1% |
| 30D | -19.6% | -4.7% | -14.9% | -19.0% |
| 3M | -14.4% | +5.3% | -19.6% | -14.9% |
| 6M | -20.1% | +30.5% | -50.6% | -22.2% |
| YTD | -20.9% | +49.6% | -70.6% | -24.3% |
| 1Y | -21.9% | +28.5% | -50.4% | -23.5% |
| All | -21.9% | +28.3% | -50.2% | -23.5% |
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