+2,750.1%
COP vs SIRI
-17.9%
+2,768.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | -0.8% | +4.3% | -5.1% | -1.0% |
| 30D | +15.6% | -2.8% | +18.4% | +15.7% |
| 3M | +14.3% | +5.9% | +8.4% | +13.9% |
| 6M | +17.0% | +31.9% | -14.9% | +15.3% |
| YTD | +47.4% | +48.7% | -1.2% | +44.5% |
| 1Y | +52.4% | +23.2% | +29.2% | +50.5% |
| 3Y | +20.8% | -23.9% | +44.7% | +20.7% |
| 5Y | +191.7% | -43.4% | +235.1% | +193.4% |
| 10Y | +325.1% | -13.6% | +338.7% | +322.0% |
| All | +2,750.1% | -17.9% | +2,768.0% | +2,580.4% |
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 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