+23.3%
BA vs SIRI
-7.4%
+30.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | -7.1% | +21.1% | -28.3% | -12.7% |
| 3M | -25.5% | +14.7% | -40.3% | -29.0% |
| 6M | -28.7% | +22.9% | -51.6% | -33.7% |
| YTD | -21.0% | +65.7% | -86.8% | -33.7% |
| 1Y | -11.9% | +53.5% | -65.3% | -24.3% |
| 3Y | -16.2% | -23.0% | +6.8% | -14.7% |
| 5Y | -22.4% | -41.5% | +19.1% | -18.1% |
| All | +23.3% | -7.4% | +30.8% | +9.7% |
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 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