+158.8%
B vs SIRI
-44.1%
+202.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.0% | -3.9% | +4.9% | +1.4% |
| 30D | +9.5% | -0.8% | +10.3% | +9.6% |
| 3M | +14.3% | +4.3% | +10.0% | +13.9% |
| 6M | -1.9% | +34.1% | -35.9% | -4.0% |
| YTD | +4.1% | +47.3% | -43.2% | +1.0% |
| 1Y | +56.1% | +22.9% | +33.2% | +53.4% |
| 3Y | +202.0% | -24.6% | +226.6% | +201.9% |
| 5Y | +158.8% | -43.2% | +202.0% | +181.0% |
| All | +158.8% | -44.1% | +202.9% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling