+1,060.1%
DIS vs SIRI
-8.8%
+1,068.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +0.9% | -3.7% | +4.5% | +1.1% |
| 30D | +8.9% | +20.4% | -11.5% | +7.4% |
| 3M | +14.5% | +12.5% | +2.0% | +13.5% |
| 6M | +12.2% | +23.4% | -11.2% | +10.3% |
| YTD | +4.7% | +65.2% | -60.5% | +0.6% |
| 1Y | +2.8% | +52.4% | -49.6% | -0.7% |
| 3Y | +38.1% | -22.6% | +60.7% | +38.4% |
| 5Y | -23.6% | -41.7% | +18.1% | -22.9% |
| 10Y | +31.4% | -7.8% | +39.1% | +28.0% |
| All | +1,060.1% | -8.8% | +1,068.9% | +892.3% |
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 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