-26.7%
DT vs SIRI
-42.5%
+15.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -2.5% | -3.0% | +0.4% | -2.2% |
| 30D | +3.5% | +1.3% | +2.2% | +3.3% |
| 3M | +26.7% | +5.6% | +21.1% | +25.8% |
| 6M | +36.1% | +35.2% | +1.0% | +30.7% |
| YTD | +18.6% | +49.1% | -30.4% | +12.2% |
| 1Y | +7.9% | +26.8% | -18.9% | +4.0% |
| 3Y | +8.6% | -23.7% | +32.2% | +8.1% |
| 5Y | -26.7% | -41.8% | +15.2% | -18.5% |
| All | -26.7% | -42.5% | +15.8% | -18.5% |
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 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