+61.9%
D vs SIRI
-23.5%
+85.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | +0.8% | +4.3% | -3.5% | +0.5% |
| 30D | -0.7% | -2.8% | +2.1% | -0.6% |
| 3M | +2.1% | +5.9% | -3.8% | +1.6% |
| 6M | +6.8% | +31.9% | -25.1% | +4.7% |
| YTD | +16.5% | +48.7% | -32.1% | +13.2% |
| 1Y | +19.2% | +23.2% | -4.1% | +17.1% |
| 3Y | +61.9% | -23.9% | +85.7% | +64.9% |
| All | +61.9% | -23.5% | +85.4% | +64.9% |
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