+201.4%
B vs SIRI
-10.2%
+211.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.4% | +0.6% | -2.9% | -2.4% |
| 30D | +6.3% | +2.5% | +3.9% | +6.1% |
| 3M | +12.1% | +6.6% | +5.5% | +11.5% |
| 6M | -3.1% | +32.9% | -36.0% | -5.4% |
| YTD | +2.0% | +50.5% | -48.5% | -1.6% |
| 1Y | +51.7% | +28.0% | +23.7% | +48.2% |
| 3Y | +190.5% | -22.4% | +212.9% | +190.1% |
| 5Y | +158.0% | -41.3% | +199.3% | +160.7% |
| All | +201.4% | -10.2% | +211.6% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling