+63.6%
EMR vs SIRI
-42.5%
+106.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -1.2% | -3.0% | +1.8% | -0.8% |
| 30D | -9.4% | +1.3% | -10.7% | -9.6% |
| 3M | +8.6% | +5.6% | +3.0% | +7.5% |
| 6M | +6.7% | +35.2% | -28.5% | +2.0% |
| YTD | +13.1% | +49.1% | -36.0% | +6.4% |
| 1Y | +12.7% | +26.8% | -14.0% | +8.3% |
| 3Y | +58.1% | -23.7% | +81.7% | +56.4% |
| 5Y | +63.6% | -41.8% | +105.5% | +67.8% |
| All | +63.6% | -42.5% | +106.2% | +67.8% |
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