-67.1%
BAX vs SIRI
-44.1%
-23.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.1% | -3.9% | -1.2% | -4.4% |
| 30D | -12.2% | -0.8% | -11.3% | -12.1% |
| 3M | +21.8% | +4.3% | +17.5% | +20.7% |
| 6M | +36.3% | +34.1% | +2.2% | +28.7% |
| YTD | +27.8% | +47.3% | -19.5% | +18.6% |
| 1Y | -0.1% | +22.9% | -23.0% | -4.6% |
| 3Y | -33.3% | -24.6% | -8.7% | -33.8% |
| 5Y | -67.1% | -43.2% | -23.9% | -65.9% |
| All | -67.1% | -44.1% | -23.0% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling