-42.2%
DIS vs SIRI
-44.1%
+1.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.5% | -3.9% | +0.4% | -3.0% |
| 30D | +1.0% | -0.8% | +1.8% | +1.0% |
| 3M | +5.7% | +4.3% | +1.4% | +5.1% |
| 6M | +3.3% | +34.1% | -30.8% | -0.6% |
| YTD | -7.7% | +47.3% | -55.0% | -12.3% |
| 1Y | -10.0% | +22.9% | -32.9% | -12.7% |
| 3Y | +31.7% | -24.6% | +56.3% | +30.6% |
| 5Y | -42.2% | -43.2% | +1.0% | -40.3% |
| All | -42.2% | -44.1% | +1.9% | -40.3% |
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