+76.0%
D vs SIRI
-21.7%
+97.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | +9.0% | +22.2% | -13.2% | +7.4% |
| 3M | +1.0% | +14.1% | -13.1% | -0.1% |
| 6M | +11.0% | +22.5% | -11.5% | +9.3% |
| YTD | +19.8% | +67.9% | -48.1% | +15.1% |
| 1Y | +16.0% | +54.6% | -38.6% | +12.1% |
| All | +76.0% | -21.7% | +97.7% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling