+2,847.6%
EAT vs SIRI
-17.3%
+2,864.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +1.9% | -4.7% | +6.6% | +2.2% |
| 3M | +68.7% | +5.3% | +63.4% | +67.8% |
| 6M | +66.9% | +30.5% | +36.4% | +63.3% |
| YTD | +60.4% | +49.6% | +10.8% | +55.1% |
| 1Y | +44.0% | +28.5% | +15.5% | +40.6% |
| 3Y | +604.7% | -27.5% | +632.1% | +609.3% |
| 5Y | +347.0% | -44.7% | +391.7% | +354.6% |
| 10Y | +390.8% | -12.6% | +403.4% | +390.0% |
| All | +2,847.6% | -17.3% | +2,864.9% | +2,236.9% |
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