+343.1%
C vs SIRI
-8.5%
+351.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +4.2% | -1.7% | +5.9% | +4.4% |
| 30D | +2.0% | +21.1% | -19.1% | -0.2% |
| 3M | -10.1% | +14.7% | -24.8% | -11.6% |
| 6M | +1.0% | +22.9% | -21.9% | -1.5% |
| YTD | +8.5% | +65.7% | -57.3% | +2.0% |
| 1Y | +25.7% | +53.5% | -27.7% | +19.2% |
| 3Y | +216.0% | -23.0% | +239.0% | +217.2% |
| 5Y | +112.3% | -41.5% | +153.8% | +115.3% |
| 10Y | +217.8% | -7.4% | +225.2% | +209.0% |
| All | +343.1% | -8.5% | +351.5% | +224.1% |
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