+49.1%
D vs SIRI
-7.4%
+56.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | +7.7% | +21.1% | -13.4% | +5.0% |
| 3M | -0.3% | +14.7% | -15.0% | -2.2% |
| 6M | +10.1% | +22.9% | -12.9% | +6.7% |
| YTD | +19.1% | +65.7% | -46.7% | +10.5% |
| 1Y | +15.9% | +53.5% | -37.6% | +8.6% |
| 3Y | +75.0% | -23.0% | +98.0% | +76.7% |
| 5Y | +13.4% | -41.5% | +54.9% | +16.6% |
| All | +49.1% | -7.4% | +56.5% | +47.3% |
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 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