-0.9%
BA vs SIRI
-44.4%
+43.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | -11.6% | -4.7% | -6.9% | -11.0% |
| 3M | -2.4% | +5.3% | -7.6% | -3.3% |
| 6M | -6.6% | +30.5% | -37.1% | -10.5% |
| YTD | -2.2% | +49.6% | -51.9% | -8.3% |
| 1Y | -8.0% | +28.5% | -36.5% | -12.0% |
| 3Y | -5.0% | -27.5% | +22.5% | -4.3% |
| All | -0.9% | -44.4% | +43.5% | +8.6% |
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 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