+19.3%
BABA vs SIRI
+14.3%
+5.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -3.9% |
| 7D | +3.8% | +11.4% | -7.6% | +1.3% |
| 30D | -5.4% | +24.2% | -29.6% | -10.0% |
| 3M | -17.9% | +11.1% | -29.1% | -20.1% |
| 6M | -24.1% | +23.9% | -48.0% | -28.1% |
| YTD | -27.4% | +70.0% | -97.5% | -36.5% |
| 1Y | -36.1% | +56.6% | -92.7% | -43.0% |
| 3Y | +35.4% | -21.4% | +56.7% | +36.7% |
| 5Y | -30.1% | -38.3% | +8.2% | -28.5% |
| 10Y | +15.8% | -3.5% | +19.3% | -10.7% |
| All | +19.3% | +14.3% | +5.0% | -17.5% |
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