+10,673.2%
DE vs SIRI
-17.7%
+10,690.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | +9.7% | +1.3% | +8.4% | +9.6% |
| 3M | +21.4% | +5.6% | +15.8% | +20.9% |
| 6M | +15.0% | +35.1% | -20.1% | +12.8% |
| YTD | +46.4% | +49.0% | -2.6% | +42.7% |
| 1Y | +45.6% | +26.8% | +18.9% | +43.1% |
| 3Y | +76.8% | -23.7% | +100.4% | +76.9% |
| 5Y | +99.4% | -41.8% | +141.3% | +100.9% |
| 10Y | +864.6% | -11.3% | +875.8% | +850.8% |
| All | +10,673.2% | -17.7% | +10,690.9% | +9,263.2% |
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