+18.9%
COMP vs SIRI
+28.3%
-9.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.3% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | -13.3% | -4.7% | -8.6% | -12.1% |
| 3M | +41.1% | +5.3% | +35.8% | +39.3% |
| 6M | +17.2% | +30.5% | -13.3% | +11.9% |
| YTD | +5.2% | +49.6% | -44.4% | -1.7% |
| 1Y | +18.9% | +28.5% | -9.6% | +16.3% |
| All | +18.9% | +28.3% | -9.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling