+5,659.5%
CI vs SIRI
-7.3%
+5,666.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -2.6% | +1.3% | -1.2% |
| 30D | +6.4% | +22.2% | -15.8% | +5.3% |
| 3M | +10.7% | +14.1% | -3.4% | +9.9% |
| 6M | +5.5% | +22.5% | -17.0% | +4.2% |
| YTD | +11.4% | +67.9% | -56.5% | +8.2% |
| 1Y | +15.0% | +54.6% | -39.6% | +12.2% |
| 3Y | +9.0% | -21.3% | +30.3% | +8.9% |
| 5Y | +52.0% | -40.4% | +92.3% | +52.6% |
| 10Y | +150.9% | -6.2% | +157.2% | +146.6% |
| All | +5,659.5% | -7.3% | +5,666.8% | +4,949.2% |
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