+52.0%
CI vs SIRI
-39.0%
+90.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -2.6% | +1.3% | -1.1% |
| 30D | +6.4% | +22.2% | -15.8% | +4.5% |
| 3M | +10.7% | +14.1% | -3.4% | +9.3% |
| 6M | +5.5% | +22.5% | -17.0% | +3.4% |
| YTD | +11.4% | +67.9% | -56.5% | +6.0% |
| 1Y | +15.0% | +54.6% | -39.6% | +10.2% |
| 3Y | +9.0% | -21.3% | +30.3% | +10.0% |
| 5Y | +52.0% | -40.4% | +92.3% | +60.6% |
| All | +52.0% | -39.0% | +90.9% | +60.6% |
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