+39.1%
BP vs SIRI
-24.2%
+63.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | +4.0% | -3.9% | +7.9% | +4.2% |
| 30D | +7.8% | -0.8% | +8.7% | +7.9% |
| 3M | +8.4% | +4.3% | +4.1% | +7.9% |
| 6M | +15.1% | +34.1% | -19.0% | +12.3% |
| YTD | +36.4% | +47.3% | -10.9% | +32.1% |
| 1Y | +40.9% | +22.9% | +18.0% | +38.3% |
| All | +39.1% | -24.2% | +63.3% | +36.4% |
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 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