+2,439.3%
EAT vs SIRI
-8.5%
+2,447.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -4.0% | -1.7% | -2.3% | -3.9% |
| 30D | -2.9% | +21.1% | -24.0% | -4.4% |
| 3M | -16.9% | +14.7% | -31.6% | -17.8% |
| 6M | +57.0% | +22.9% | +34.0% | +54.2% |
| YTD | +38.2% | +65.7% | -27.6% | +32.5% |
| 1Y | +69.3% | +53.5% | +15.8% | +63.2% |
| 3Y | +483.0% | -23.0% | +506.0% | +484.4% |
| 5Y | +364.1% | -41.5% | +405.6% | +369.9% |
| 10Y | +320.8% | -7.4% | +328.2% | +317.6% |
| All | +2,439.3% | -8.5% | +2,447.7% | +1,896.2% |
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 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