+41.5%
ESI vs SIRI
+28.3%
+13.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.6% | +3.2% |
| 7D | +3.3% | +1.6% | +1.7% | +3.1% |
| 30D | -5.9% | -4.7% | -1.2% | -5.5% |
| 3M | -14.1% | +5.3% | -19.4% | -15.3% |
| 6M | +6.6% | +30.5% | -23.9% | +1.0% |
| YTD | +45.0% | +49.6% | -4.6% | +32.2% |
| 1Y | +41.5% | +28.5% | +12.9% | +34.6% |
| All | +41.5% | +28.3% | +13.1% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling