+123.4%
AS vs SIRI
-31.4%
+154.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | +3.9% | +21.1% | -17.2% | 0.0% |
| 3M | -9.6% | +14.7% | -24.3% | -12.3% |
| 6M | -8.7% | +22.9% | -31.6% | -12.6% |
| YTD | -19.8% | +65.7% | -85.6% | -28.2% |
| 1Y | -1.5% | +53.5% | -55.0% | -10.4% |
| All | +123.4% | -31.4% | +154.8% | +132.8% |
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