+17,839.5%
COST vs SIRI
-17.7%
+17,857.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -2.3% |
| 30D | -4.4% | +1.3% | -5.7% | -4.5% |
| 3M | -8.1% | +5.6% | -13.7% | -8.4% |
| 6M | -9.2% | +35.1% | -44.4% | -10.7% |
| YTD | +5.1% | +49.0% | -43.9% | +2.9% |
| 1Y | -5.1% | +26.8% | -31.8% | -6.4% |
| 3Y | +70.4% | -23.7% | +94.0% | +70.2% |
| 5Y | +104.7% | -41.8% | +146.5% | +105.8% |
| 10Y | +608.8% | -11.3% | +620.1% | +596.5% |
| All | +17,839.5% | -17.7% | +17,857.1% | +15,794.0% |
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