-19.0%
BAX vs SIRI
-22.7%
+3.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.1% | -1.7% | +1.8% | +0.5% |
| 30D | +4.1% | +21.1% | -17.1% | -0.4% |
| 3M | -4.5% | +14.7% | -19.3% | -7.7% |
| 6M | +49.2% | +22.9% | +26.3% | +41.8% |
| YTD | +35.2% | +65.7% | -30.5% | +19.9% |
| 1Y | +38.3% | +53.5% | -15.2% | +24.5% |
| 3Y | -19.0% | -23.0% | +4.0% | -19.1% |
| All | -19.0% | -22.7% | +3.6% | -19.1% |
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