+570.7%
EME vs SIRI
-41.5%
+612.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.3% |
| 7D | +3.5% | +0.6% | +3.0% | +3.5% |
| 30D | -6.3% | +2.5% | -8.8% | -6.5% |
| 3M | -3.8% | +6.6% | -10.4% | -4.4% |
| 6M | +8.5% | +32.9% | -24.4% | +6.0% |
| YTD | +27.8% | +50.5% | -22.7% | +23.5% |
| 1Y | +22.2% | +28.0% | -5.7% | +19.5% |
| 3Y | +253.5% | -22.4% | +275.9% | +250.0% |
| All | +570.7% | -41.5% | +612.1% | +572.9% |
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