+95.9%
BAC vs SIRI
-22.9%
+118.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +2.1% |
| 30D | -6.4% | +20.4% | -26.8% | -9.0% |
| 3M | -21.7% | +12.5% | -34.2% | -23.1% |
| 6M | +0.5% | +23.4% | -22.9% | -3.1% |
| YTD | -6.7% | +65.2% | -71.9% | -14.5% |
| 1Y | -4.7% | +52.4% | -57.0% | -11.5% |
| All | +95.9% | -22.9% | +118.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling