+49.5%
EQT vs SIRI
-11.0%
+60.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.2% | -3.0% | +1.8% | -0.5% |
| 30D | +1.1% | +1.3% | -0.2% | +0.7% |
| 3M | +4.8% | +5.6% | -0.8% | +3.1% |
| 6M | -10.6% | +35.2% | -45.7% | -17.0% |
| YTD | +3.4% | +49.1% | -45.6% | -6.4% |
| 1Y | +8.7% | +26.8% | -18.1% | +1.7% |
| 3Y | +35.0% | -23.7% | +58.6% | +35.2% |
| 5Y | +204.2% | -41.8% | +246.1% | +211.8% |
| All | +49.5% | -11.0% | +60.6% | +15.1% |
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