+708.9%
DD vs SIRI
-17.9%
+726.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.6% | +4.3% | -4.9% | -0.9% |
| 30D | -7.4% | -2.8% | -4.6% | -7.3% |
| 3M | -6.4% | +5.9% | -12.3% | -6.8% |
| 6M | -2.5% | +31.9% | -34.4% | -4.3% |
| YTD | +10.2% | +48.7% | -38.4% | +7.2% |
| 1Y | +36.9% | +23.2% | +13.7% | +34.7% |
| 3Y | +47.0% | -23.9% | +70.9% | +47.4% |
| 5Y | +63.1% | -43.4% | +106.6% | +65.1% |
| 10Y | +68.2% | -13.6% | +81.8% | +66.5% |
| All | +708.9% | -17.9% | +726.8% | +596.7% |
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 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