-29.9%
COMP vs SIRI
-44.4%
+14.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | -13.3% | -4.7% | -8.6% | -12.4% |
| 3M | +41.1% | +5.3% | +35.8% | +39.3% |
| 6M | +17.2% | +30.5% | -13.3% | +10.0% |
| YTD | +5.2% | +49.6% | -44.4% | -4.8% |
| 1Y | +18.9% | +28.5% | -9.6% | +11.2% |
| 3Y | +215.9% | -27.5% | +243.4% | +228.4% |
| All | -29.9% | -44.4% | +14.5% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling