+992.0%
BAC vs SIRI
-17.3%
+1,009.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.2% |
| 7D | +1.1% | +1.6% | -0.5% | +0.9% |
| 30D | -0.4% | -4.7% | +4.3% | 0.0% |
| 3M | +16.9% | +5.3% | +11.6% | +16.3% |
| 6M | +26.6% | +30.5% | -3.9% | +23.5% |
| YTD | +15.8% | +49.6% | -33.8% | +11.5% |
| 1Y | +27.2% | +28.5% | -1.3% | +23.9% |
| 3Y | +132.4% | -27.5% | +159.9% | +133.9% |
| 5Y | +72.6% | -44.7% | +117.2% | +75.4% |
| 10Y | +389.7% | -12.6% | +402.4% | +382.0% |
| All | +992.0% | -17.3% | +1,009.3% | +818.4% |
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