+606.1%
COST vs SIRI
-10.2%
+616.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -4.7% | +2.5% | -7.2% | -5.1% |
| 3M | -7.1% | +6.6% | -13.7% | -8.0% |
| 6M | -8.5% | +32.9% | -41.4% | -12.3% |
| YTD | +5.4% | +50.5% | -45.1% | -0.9% |
| 1Y | -5.6% | +28.0% | -33.6% | -9.4% |
| 3Y | +68.5% | -22.4% | +90.9% | +68.0% |
| 5Y | +105.2% | -41.3% | +146.5% | +109.5% |
| All | +606.1% | -10.2% | +616.3% | +549.4% |
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 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