-10.4%
DOW vs SIRI
-41.4%
+31.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.9% | +4.3% | -7.2% | -4.0% |
| 30D | +2.0% | -2.8% | +4.8% | +2.6% |
| 3M | -12.5% | +5.9% | -18.4% | -14.3% |
| 6M | -9.2% | +31.9% | -41.1% | -16.9% |
| YTD | +30.8% | +48.7% | -17.9% | +15.4% |
| 1Y | +29.4% | +23.2% | +6.2% | +19.9% |
| 3Y | -34.6% | -23.9% | -10.7% | -34.9% |
| 5Y | -35.9% | -43.4% | +7.5% | -34.5% |
| All | -10.4% | -41.4% | +31.0% | -12.5% |
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