+7,715.0%
CME vs SIRI
+415.0%
+7,300.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.2% |
| 3M | +19.6% | +14.7% | +4.8% | +17.8% |
| 6M | +8.1% | +22.9% | -14.9% | +5.7% |
| YTD | +20.4% | +65.7% | -45.3% | +14.0% |
| 1Y | +16.5% | +53.5% | -37.0% | +11.1% |
| 3Y | +66.4% | -23.0% | +89.4% | +66.0% |
| 5Y | +74.5% | -41.5% | +116.0% | +75.0% |
| 10Y | +308.5% | -7.4% | +315.9% | +288.5% |
| All | +7,715.0% | +415.0% | +7,300.0% | +6,078.1% |
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 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