+193.3%
B vs SIRI
-23.5%
+216.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +2.3% | +4.3% | -2.0% | +1.9% |
| 30D | +1.4% | -2.8% | +4.2% | +1.6% |
| 3M | +12.2% | +5.9% | +6.3% | +11.5% |
| 6M | -2.1% | +31.9% | -34.1% | -4.3% |
| YTD | +2.9% | +48.7% | -45.7% | -0.5% |
| 1Y | +55.3% | +23.2% | +32.1% | +52.3% |
| All | +193.3% | -23.5% | +216.8% | +195.6% |
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