+60,798.0%
EME vs SIRI
-24.9%
+60,822.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | +2.7% | -3.9% | +6.6% | +3.0% |
| 30D | -6.8% | -0.8% | -6.0% | -6.8% |
| 3M | -8.8% | +4.3% | -13.1% | -9.3% |
| 6M | +5.0% | +34.1% | -29.1% | +2.5% |
| YTD | +23.5% | +47.3% | -23.8% | +19.7% |
| 1Y | +21.3% | +22.9% | -1.6% | +18.8% |
| 3Y | +241.1% | -24.6% | +265.6% | +240.4% |
| 5Y | +549.2% | -43.2% | +592.3% | +553.6% |
| 10Y | +1,306.4% | -12.3% | +1,318.7% | +1,275.5% |
| All | +60,798.0% | -24.9% | +60,822.9% | +50,566.4% |
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