+46.1%
DE vs SIRI
+59.9%
-13.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.8% | +1.0% |
| 7D | +5.6% | +22.3% | -16.7% | +4.1% |
| 30D | -0.8% | +26.9% | -27.8% | -2.5% |
| 3M | +9.8% | +9.6% | +0.2% | +8.9% |
| 6M | +17.5% | +27.2% | -9.6% | +15.3% |
| YTD | +46.5% | +72.4% | -25.9% | +36.9% |
| 1Y | +46.1% | +59.9% | -13.8% | +38.0% |
| All | +46.1% | +59.9% | -13.7% | +38.0% |
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