-34.4%
DOW vs SIRI
-23.3%
-11.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.9% |
| 30D | -4.1% | +1.3% | -5.4% | -4.3% |
| 3M | -12.4% | +5.6% | -18.1% | -13.5% |
| 6M | -10.6% | +35.2% | -45.8% | -16.1% |
| YTD | +31.1% | +49.1% | -18.0% | +20.5% |
| 1Y | +30.5% | +26.8% | +3.7% | +23.4% |
| All | -34.4% | -23.3% | -11.0% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling