+35.5%
D vs SIRI
-11.0%
+46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | -3.5% | +1.3% | -4.8% | -3.7% |
| 3M | -1.6% | +5.6% | -7.2% | -2.5% |
| 6M | +5.8% | +35.2% | -29.4% | +1.2% |
| YTD | +14.5% | +49.1% | -34.6% | +7.8% |
| 1Y | +14.2% | +26.8% | -12.6% | +9.7% |
| 3Y | +59.0% | -23.7% | +82.7% | +59.5% |
| 5Y | +5.4% | -41.8% | +47.2% | +7.0% |
| All | +35.5% | -11.0% | +46.5% | +28.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling