+74.6%
CLF vs SIRI
-7.4%
+82.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +10.4% | -1.7% | +12.1% | +11.0% |
| 30D | +0.6% | +21.1% | -20.6% | -6.6% |
| 3M | +4.1% | +14.7% | -10.6% | -1.6% |
| 6M | +15.1% | +22.9% | -7.8% | +5.6% |
| YTD | -4.7% | +65.7% | -70.5% | -22.0% |
| 1Y | +20.4% | +53.5% | -33.1% | +1.2% |
| 3Y | -23.4% | -23.0% | -0.4% | -22.5% |
| 5Y | -43.3% | -41.5% | -1.8% | -40.8% |
| All | +74.6% | -7.4% | +82.1% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling