+58.5%
DD vs SIRI
-42.5%
+101.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | -11.5% | +1.3% | -12.8% | -11.7% |
| 3M | -5.4% | +5.6% | -11.0% | -6.4% |
| 6M | -6.9% | +35.2% | -42.1% | -11.9% |
| YTD | +6.9% | +49.1% | -42.2% | -0.7% |
| 1Y | +35.6% | +26.8% | +8.8% | +29.2% |
| 3Y | +42.5% | -23.7% | +66.2% | +40.6% |
| 5Y | +58.5% | -41.8% | +100.3% | +63.5% |
| All | +58.5% | -42.5% | +101.0% | +63.5% |
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