+85.0%
COR vs SIRI
-22.7%
+107.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +3.0% |
| 7D | +7.8% | -1.7% | +9.5% | +7.9% |
| 30D | +7.0% | +21.1% | -14.1% | +6.9% |
| 3M | +16.3% | +14.7% | +1.5% | +16.2% |
| 6M | +41.3% | +22.9% | +18.4% | +41.3% |
| YTD | +7.1% | +65.7% | -58.6% | +7.3% |
| 1Y | -0.8% | +53.5% | -54.3% | -0.8% |
| 3Y | +85.0% | -23.0% | +108.0% | +84.9% |
| All | +85.0% | -22.7% | +107.7% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling