-38.7%
DG vs SIRI
-42.5%
+3.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -6.3% | -3.0% | -3.3% | -6.1% |
| 30D | +2.4% | +1.3% | +1.1% | +2.3% |
| 3M | +12.4% | +5.6% | +6.8% | +11.9% |
| 6M | -14.9% | +35.2% | -50.1% | -17.1% |
| YTD | -6.1% | +49.1% | -55.1% | -9.3% |
| 1Y | +17.9% | +26.8% | -8.9% | +15.2% |
| 3Y | +3.1% | -23.7% | +26.8% | +3.5% |
| 5Y | -38.7% | -41.8% | +3.2% | -33.0% |
| All | -38.7% | -42.5% | +3.8% | -33.0% |
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 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