+336.9%
C vs SIRI
-7.3%
+344.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | -0.4% | +5.5% | -5.9% | -1.0% |
| 30D | -5.2% | +22.6% | -27.8% | -7.3% |
| 3M | -9.1% | +12.9% | -22.0% | -10.4% |
| 6M | -1.6% | +22.3% | -23.8% | -4.0% |
| YTD | +6.9% | +67.8% | -60.8% | +0.4% |
| 1Y | +23.0% | +54.6% | -31.6% | +16.5% |
| 3Y | +216.1% | -21.4% | +237.5% | +216.6% |
| 5Y | +112.2% | -39.2% | +151.5% | +114.4% |
| 10Y | +208.8% | -5.2% | +214.0% | +199.5% |
| All | +336.9% | -7.3% | +344.2% | +219.1% |
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