-15.4%
AS vs SIRI
+26.4%
-41.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.0% |
| 7D | +6.9% | +12.6% | -5.7% | +3.4% |
| 30D | +16.0% | +25.9% | -9.9% | +9.2% |
| 3M | -12.8% | +10.3% | -23.2% | -15.1% |
| 6M | -15.4% | +24.8% | -40.2% | -22.7% |
| All | -15.4% | +26.4% | -41.8% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling