+319.9%
EAT vs SIRI
-43.2%
+363.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -6.8% | -3.9% | -2.9% | -6.2% |
| 30D | -5.4% | -0.8% | -4.5% | -5.3% |
| 3M | +42.8% | +4.3% | +38.4% | +41.6% |
| 6M | +56.5% | +34.1% | +22.5% | +49.1% |
| YTD | +50.0% | +47.3% | +2.7% | +40.4% |
| 1Y | +38.3% | +22.9% | +15.4% | +32.9% |
| 3Y | +591.6% | -24.6% | +616.2% | +601.4% |
| All | +319.9% | -43.2% | +363.1% | +382.2% |
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