+45.0%
EEM vs SIRI
-41.5%
+86.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | -1.3% | +0.6% | -1.8% | -1.3% |
| 30D | +2.1% | +2.5% | -0.4% | +1.8% |
| 3M | +1.0% | +6.6% | -5.6% | +0.2% |
| 6M | +15.9% | +32.9% | -17.0% | +12.5% |
| YTD | +24.6% | +50.5% | -25.8% | +19.4% |
| 1Y | +32.3% | +28.0% | +4.3% | +28.5% |
| 3Y | +85.9% | -22.4% | +108.3% | +85.0% |
| All | +45.0% | -41.5% | +86.5% | +51.0% |
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