+17.2%
COMP vs SIRI
+33.0%
-15.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +2.0% |
| 7D | +1.4% | +1.6% | -0.2% | +0.4% |
| 30D | -13.3% | -4.7% | -8.6% | -10.8% |
| 3M | +41.1% | +5.3% | +35.8% | +36.2% |
| 6M | +17.2% | +30.5% | -13.3% | -5.5% |
| All | +17.2% | +33.0% | -15.8% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling