-49.3%
COMP vs SIRI
-35.2%
-14.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +11.2% |
| 7D | +13.4% | +12.6% | +0.8% | +10.1% |
| 30D | +11.1% | +25.9% | -14.8% | +4.9% |
| 3M | -18.8% | +10.3% | -29.2% | -20.9% |
| 6M | +10.5% | +24.8% | -14.3% | +4.6% |
| YTD | -3.4% | +68.6% | -72.0% | -15.1% |
| 1Y | +19.7% | +55.9% | -36.2% | +7.1% |
| 3Y | +381.6% | -22.3% | +403.9% | +394.2% |
| 5Y | -17.6% | -38.6% | +21.0% | -6.3% |
| All | -49.3% | -35.2% | -14.1% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling