+391.9%
BAC vs SIRI
-11.0%
+402.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -0.3% | -3.0% | +2.7% | +0.6% |
| 30D | -1.8% | +1.3% | -3.0% | -2.2% |
| 3M | +15.3% | +5.6% | +9.7% | +13.1% |
| 6M | +30.2% | +35.2% | -5.0% | +18.6% |
| YTD | +15.6% | +49.1% | -33.5% | +2.0% |
| 1Y | +27.5% | +26.8% | +0.7% | +17.2% |
| 3Y | +137.0% | -23.7% | +160.7% | +137.4% |
| 5Y | +75.6% | -41.8% | +117.4% | +77.9% |
| All | +391.9% | -11.0% | +402.9% | +282.6% |
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 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