+247.6%
DIA vs SIRI
-10.2%
+257.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.8% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | -2.0% | +2.5% | -4.5% | -2.6% |
| 3M | +3.6% | +6.6% | -3.0% | +2.0% |
| 6M | +11.5% | +32.9% | -21.4% | +4.7% |
| YTD | +10.4% | +50.5% | -40.1% | +0.7% |
| 1Y | +15.6% | +28.0% | -12.4% | +8.7% |
| 3Y | +58.9% | -22.4% | +81.3% | +58.1% |
| 5Y | +65.3% | -41.3% | +106.6% | +67.5% |
| All | +247.6% | -10.2% | +257.8% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling