+576.5%
BAX vs SIRI
-17.9%
+594.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.7% |
| 7D | -2.4% | +4.3% | -6.7% | -2.6% |
| 30D | -9.7% | -2.8% | -6.9% | -9.7% |
| 3M | +29.3% | +5.9% | +23.3% | +29.0% |
| 6M | +40.7% | +31.9% | +8.7% | +39.3% |
| YTD | +30.3% | +48.7% | -18.4% | +28.5% |
| 1Y | +3.4% | +23.2% | -19.8% | +2.5% |
| 3Y | -32.0% | -23.9% | -8.1% | -31.9% |
| 5Y | -66.9% | -43.4% | -23.5% | -66.7% |
| 10Y | -37.1% | -13.6% | -23.5% | -37.4% |
| All | +576.5% | -17.9% | +594.3% | +526.4% |
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