+338.5%
COP vs SIRI
-10.2%
+348.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +8.6% | +2.5% | +6.1% | +7.9% |
| 3M | +19.9% | +6.6% | +13.2% | +17.5% |
| 6M | +19.0% | +32.9% | -13.9% | +10.0% |
| YTD | +50.0% | +50.5% | -0.5% | +34.1% |
| 1Y | +50.5% | +28.0% | +22.5% | +39.5% |
| 3Y | +25.2% | -22.4% | +47.6% | +23.7% |
| 5Y | +194.3% | -41.3% | +235.6% | +194.1% |
| All | +338.5% | -10.2% | +348.7% | +302.8% |
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