+381.6%
COMP vs SIRI
-26.1%
+407.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +11.1% |
| 7D | +13.4% | +12.6% | +0.8% | +10.3% |
| 30D | +11.1% | +25.9% | -14.8% | +5.4% |
| 3M | -18.8% | +10.3% | -29.2% | -20.8% |
| 6M | +10.5% | +24.8% | -14.3% | +5.1% |
| YTD | -3.4% | +68.6% | -72.0% | -13.7% |
| 1Y | +19.7% | +55.9% | -36.2% | +8.6% |
| 3Y | +381.6% | -22.3% | +403.9% | +446.4% |
| All | +381.6% | -26.1% | +407.7% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling