+85.2%
COR vs SIRI
-23.3%
+108.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -4.8% | -3.0% | -1.8% | -4.8% |
| 30D | -3.7% | +1.3% | -5.0% | -3.7% |
| 3M | +14.3% | +5.6% | +8.7% | +14.4% |
| 6M | -8.5% | +35.1% | -43.6% | -8.4% |
| YTD | -4.4% | +49.0% | -53.4% | -4.3% |
| 1Y | +9.1% | +26.8% | -17.6% | +9.0% |
| All | +85.2% | -23.3% | +108.5% | +85.3% |
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