+132.0%
C vs SIRI
-44.1%
+176.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +2.6% | -3.9% | +6.5% | +3.2% |
| 30D | +1.9% | -0.8% | +2.7% | +2.0% |
| 3M | +2.8% | +4.3% | -1.5% | +1.9% |
| 6M | +30.6% | +34.1% | -3.5% | +24.1% |
| YTD | +19.9% | +47.3% | -27.4% | +11.9% |
| 1Y | +44.6% | +22.9% | +21.6% | +38.7% |
| 3Y | +272.1% | -24.6% | +296.7% | +269.2% |
| 5Y | +132.0% | -43.2% | +175.2% | +138.7% |
| All | +132.0% | -44.1% | +176.1% | +138.7% |
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 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