+2,235.8%
ED vs SIRI
-8.5%
+2,244.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.1% |
| 30D | +10.4% | +21.1% | -10.7% | +10.1% |
| 3M | +12.5% | +14.7% | -2.2% | +12.3% |
| 6M | +14.9% | +22.9% | -8.0% | +14.5% |
| YTD | +24.8% | +65.7% | -40.9% | +23.8% |
| 1Y | +23.8% | +53.5% | -29.6% | +22.9% |
| 3Y | +51.6% | -23.0% | +74.6% | +51.6% |
| 5Y | +86.4% | -41.5% | +127.9% | +86.7% |
| 10Y | +145.4% | -7.4% | +152.9% | +144.2% |
| All | +2,235.8% | -8.5% | +2,244.2% | +2,193.3% |
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 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