+602.3%
BAX vs SIRI
-8.5%
+610.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +4.1% | +21.1% | -17.1% | +3.4% |
| 3M | -4.5% | +14.7% | -19.3% | -5.0% |
| 6M | +49.2% | +22.9% | +26.3% | +48.1% |
| YTD | +35.2% | +65.7% | -30.5% | +32.8% |
| 1Y | +38.3% | +53.5% | -15.2% | +36.2% |
| 3Y | -19.0% | -23.0% | +4.0% | -19.0% |
| 5Y | -64.2% | -41.5% | -22.7% | -64.0% |
| 10Y | -35.7% | -7.4% | -28.3% | -36.3% |
| All | +602.3% | -8.5% | +610.8% | +547.7% |
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