+273.0%
EMR vs SIRI
-10.2%
+283.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.4% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -6.8% | +2.5% | -9.3% | -7.4% |
| 3M | +7.5% | +6.6% | +0.9% | +5.4% |
| 6M | +9.9% | +32.9% | -23.0% | +1.9% |
| YTD | +16.0% | +50.5% | -34.5% | +3.8% |
| 1Y | +12.4% | +28.0% | -15.5% | +4.5% |
| 3Y | +60.2% | -22.4% | +82.7% | +59.3% |
| 5Y | +67.9% | -41.3% | +109.2% | +69.5% |
| All | +273.0% | -10.2% | +283.2% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling