+148.3%
B vs SIRI
-7.3%
+155.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -2.7% | -2.6% | 0.0% | -2.6% |
| 30D | -4.3% | +22.2% | -26.6% | -4.8% |
| 3M | -2.3% | +14.1% | -16.4% | -2.6% |
| 6M | -16.2% | +22.5% | -38.7% | -16.6% |
| YTD | -8.8% | +67.9% | -76.7% | -9.9% |
| 1Y | +11.4% | +54.6% | -43.2% | +10.2% |
| 3Y | +174.3% | -21.3% | +195.6% | +174.2% |
| 5Y | +116.2% | -40.4% | +156.5% | +116.4% |
| 10Y | +222.7% | -6.2% | +229.0% | +219.5% |
| All | +148.3% | -7.3% | +155.5% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling