+1,115.2%
DIA vs SIRI
-76.9%
+1,192.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | -2.1% | -2.8% | +0.8% | -1.9% |
| 3M | +4.2% | +5.9% | -1.8% | +3.7% |
| 6M | +11.9% | +31.9% | -20.0% | +9.6% |
| YTD | +10.8% | +48.7% | -37.8% | +7.6% |
| 1Y | +17.5% | +23.2% | -5.7% | +15.5% |
| 3Y | +59.9% | -23.9% | +83.8% | +60.0% |
| 5Y | +64.1% | -43.4% | +107.5% | +65.7% |
| 10Y | +246.2% | -13.6% | +259.8% | +240.4% |
| All | +1,115.2% | -76.9% | +1,192.1% | +907.4% |
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