+33.6%
EQT vs SIRI
-22.6%
+56.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.7% |
| 7D | -2.0% | +0.6% | -2.5% | -2.0% |
| 30D | 0.0% | +2.5% | -2.5% | -0.2% |
| 3M | +5.9% | +6.6% | -0.7% | +5.1% |
| 6M | -14.8% | +32.9% | -47.7% | -17.5% |
| YTD | +1.8% | +50.5% | -48.7% | -2.9% |
| 1Y | +7.4% | +28.0% | -20.6% | +4.0% |
| 3Y | +33.6% | -22.4% | +56.0% | +35.6% |
| All | +33.6% | -22.6% | +56.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling