+5,268.0%
CI vs SIRI
-17.3%
+5,285.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.2% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | +4.4% | -4.7% | +9.2% | +4.7% |
| 3M | +0.7% | +5.3% | -4.6% | +0.3% |
| 6M | +0.3% | +30.5% | -30.2% | -1.2% |
| YTD | +3.8% | +49.6% | -45.8% | +1.5% |
| 1Y | -5.5% | +28.5% | -34.0% | -7.0% |
| 3Y | +8.1% | -27.5% | +35.6% | +8.4% |
| 5Y | +42.8% | -44.7% | +87.5% | +44.0% |
| 10Y | +143.9% | -12.6% | +156.5% | +140.7% |
| All | +5,268.0% | -17.3% | +5,285.4% | +4,635.2% |
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