+48.8%
D vs SIRI
-7.8%
+56.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -3.1% | -3.7% | +0.6% | -2.6% |
| 30D | +8.4% | +20.4% | -12.1% | +5.7% |
| 3M | +0.2% | +12.5% | -12.3% | -1.5% |
| 6M | +9.5% | +23.4% | -14.0% | +6.1% |
| YTD | +18.8% | +65.2% | -46.4% | +10.3% |
| 1Y | +14.7% | +52.4% | -37.7% | +7.6% |
| 3Y | +72.9% | -22.6% | +95.5% | +74.5% |
| 5Y | +13.1% | -41.7% | +54.8% | +16.4% |
| All | +48.8% | -7.8% | +56.5% | +47.0% |
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 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