+5.5%
D vs SIRI
-43.2%
+48.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.4% | -3.9% | +3.5% | -0.1% |
| 30D | -2.1% | -0.8% | -1.2% | -2.0% |
| 3M | -0.7% | +4.3% | -5.1% | -1.2% |
| 6M | +5.6% | +34.1% | -28.5% | +2.8% |
| YTD | +14.6% | +47.3% | -32.7% | +10.6% |
| 1Y | +15.3% | +22.9% | -7.6% | +12.9% |
| 3Y | +59.1% | -24.6% | +83.7% | +59.8% |
| All | +5.5% | -43.2% | +48.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling