+977.1%
BE vs SIRI
-50.1%
+1,027.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | +23.9% | -3.9% | +27.8% | +26.1% |
| 30D | +27.8% | -0.8% | +28.7% | +28.0% |
| 3M | +3.7% | +4.3% | -0.6% | +0.1% |
| 6M | +78.0% | +34.1% | +43.9% | +52.8% |
| YTD | +209.9% | +47.3% | +162.6% | +150.1% |
| 1Y | +389.6% | +22.9% | +366.7% | +328.9% |
| 3Y | +1,730.6% | -24.6% | +1,755.2% | +1,795.1% |
| 5Y | +1,227.8% | -43.2% | +1,271.0% | +1,323.7% |
| All | +977.1% | -50.1% | +1,027.2% | +885.0% |
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