-12.1%
DOW vs SIRI
-40.7%
+28.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -1.4% | +0.6% | -1.9% | -1.5% |
| 30D | -3.9% | +2.5% | -6.4% | -4.6% |
| 3M | -12.7% | +6.6% | -19.3% | -14.6% |
| 6M | -13.7% | +32.9% | -46.6% | -21.1% |
| YTD | +28.4% | +50.5% | -22.1% | +12.9% |
| 1Y | +21.8% | +28.0% | -6.2% | +11.6% |
| 3Y | -35.7% | -22.4% | -13.3% | -36.4% |
| 5Y | -36.8% | -41.3% | +4.5% | -36.7% |
| All | -12.1% | -40.7% | +28.6% | -14.4% |
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 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