-46.5%
COMP vs SIRI
-34.6%
-11.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.8% | +5.5% |
| 7D | +14.5% | +11.4% | +3.2% | +11.5% |
| 30D | +14.9% | +24.2% | -9.3% | +8.9% |
| 3M | -14.2% | +11.1% | -25.4% | -16.6% |
| 6M | +23.7% | +23.9% | -0.1% | +17.4% |
| YTD | +2.1% | +70.0% | -67.9% | -10.5% |
| 1Y | +26.2% | +56.6% | -30.4% | +12.8% |
| 3Y | +470.9% | -21.4% | +492.3% | +484.0% |
| 5Y | -14.0% | -38.3% | +24.3% | -2.4% |
| All | -46.5% | -34.6% | -11.8% | -42.2% |
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 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