+32.0%
DD vs SIRI
+28.0%
+4.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.5% | +0.6% | -4.0% | -3.6% |
| 30D | -11.7% | +2.5% | -14.1% | -12.0% |
| 3M | -9.2% | +6.6% | -15.8% | -10.2% |
| 6M | -7.2% | +32.9% | -40.1% | -12.1% |
| YTD | +6.6% | +50.5% | -43.9% | -2.0% |
| 1Y | +32.0% | +28.0% | +4.0% | +25.4% |
| All | +32.0% | +28.0% | +4.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling