+297.3%
ESI vs SIRI
-10.2%
+307.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -10.5% | +2.5% | -13.0% | -11.3% |
| 3M | -19.8% | +6.6% | -26.4% | -21.8% |
| 6M | +5.8% | +32.9% | -27.1% | -3.5% |
| YTD | +38.3% | +50.5% | -12.2% | +20.8% |
| 1Y | +31.5% | +28.0% | +3.6% | +20.2% |
| 3Y | +80.7% | -22.4% | +103.1% | +79.7% |
| 5Y | +69.4% | -41.3% | +110.7% | +71.9% |
| All | +297.3% | -10.2% | +307.5% | +231.5% |
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