+1,465.0%
D vs SIRI
-17.3%
+1,482.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | -2.6% | -4.7% | +2.1% | -2.5% |
| 3M | 0.0% | +5.3% | -5.3% | -0.1% |
| 6M | +7.4% | +30.5% | -23.2% | +6.6% |
| YTD | +15.9% | +49.6% | -33.8% | +14.7% |
| 1Y | +18.1% | +28.5% | -10.4% | +17.3% |
| 3Y | +58.4% | -27.5% | +85.8% | +58.5% |
| 5Y | +5.2% | -44.7% | +49.9% | +5.5% |
| 10Y | +35.9% | -12.6% | +48.5% | +35.1% |
| All | +1,465.0% | -17.3% | +1,482.3% | +1,411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling