+851.2%
EEM vs SIRI
+472.1%
+379.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +2.0% | -3.9% | +5.9% | +2.5% |
| 30D | +5.1% | -0.8% | +5.9% | +5.1% |
| 3M | +4.6% | +4.3% | +0.3% | +3.8% |
| 6M | +17.8% | +34.1% | -16.3% | +12.8% |
| YTD | +25.8% | +47.3% | -21.5% | +18.8% |
| 1Y | +36.4% | +22.9% | +13.5% | +31.7% |
| 3Y | +90.0% | -24.6% | +114.6% | +90.1% |
| 5Y | +46.6% | -43.2% | +89.7% | +48.6% |
| 10Y | +132.3% | -12.3% | +144.6% | +120.3% |
| All | +851.2% | +472.1% | +379.1% | +610.2% |
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