+110.8%
EAT vs SIRI
+59.9%
+51.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.4% | -2.2% | +5.2% |
| 7D | -0.1% | +22.3% | -22.4% | -2.4% |
| 30D | +13.5% | +26.9% | -13.4% | +10.4% |
| 3M | +1.0% | +9.6% | -8.6% | +0.1% |
| 6M | +57.3% | +27.2% | +30.1% | +52.7% |
| YTD | +53.6% | +72.4% | -18.8% | +51.6% |
| 1Y | +110.8% | +59.9% | +50.9% | +105.1% |
| All | +110.8% | +59.9% | +51.0% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling