+141.3%
BP vs SIRI
-42.5%
+183.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | +5.7% | -3.0% | +8.7% | +6.0% |
| 30D | +8.1% | +1.3% | +6.8% | +7.9% |
| 3M | +8.6% | +5.6% | +3.0% | +7.9% |
| 6M | +18.1% | +35.1% | -17.0% | +14.6% |
| YTD | +37.6% | +49.0% | -11.4% | +32.1% |
| 1Y | +39.4% | +26.8% | +12.6% | +35.7% |
| 3Y | +40.1% | -23.7% | +63.7% | +39.2% |
| 5Y | +141.3% | -41.8% | +183.2% | +150.8% |
| All | +141.3% | -42.5% | +183.8% | +150.8% |
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