+303.4%
CME vs SIRI
-7.4%
+310.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +3.9% | -1.7% | +5.6% | +4.1% |
| 30D | +11.3% | +21.1% | -9.8% | +9.0% |
| 3M | +19.6% | +14.7% | +4.8% | +17.6% |
| 6M | +8.1% | +22.9% | -14.9% | +5.3% |
| YTD | +20.4% | +65.7% | -45.3% | +13.0% |
| 1Y | +16.5% | +53.5% | -37.0% | +10.3% |
| 3Y | +66.4% | -23.0% | +89.4% | +69.3% |
| 5Y | +74.5% | -41.5% | +116.0% | +80.9% |
| All | +303.4% | -7.4% | +310.8% | +264.1% |
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 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