+67.3%
ED vs SIRI
-44.1%
+111.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.2% | -3.9% | +3.7% | 0.0% |
| 30D | +1.9% | -0.8% | +2.8% | +2.0% |
| 3M | +1.9% | +4.3% | -2.5% | +1.6% |
| 6M | -2.3% | +34.1% | -36.3% | -3.9% |
| YTD | +10.9% | +47.3% | -36.4% | +8.4% |
| 1Y | +14.5% | +22.9% | -8.4% | +13.0% |
| 3Y | +33.4% | -24.6% | +58.0% | +34.6% |
| 5Y | +67.3% | -43.2% | +110.5% | +76.3% |
| All | +67.3% | -44.1% | +111.4% | +76.3% |
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