+23.5%
DIS vs SIRI
-10.2%
+33.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +3.2% | +2.5% | +0.7% | +2.6% |
| 3M | +7.0% | +6.6% | +0.4% | +5.4% |
| 6M | +6.4% | +32.9% | -26.5% | -0.1% |
| YTD | -5.6% | +50.5% | -56.1% | -13.9% |
| 1Y | -7.7% | +28.0% | -35.6% | -13.1% |
| 3Y | +33.2% | -22.4% | +55.6% | +32.3% |
| 5Y | -40.3% | -41.3% | +1.0% | -39.3% |
| All | +23.5% | -10.2% | +33.7% | +9.6% |
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