+226.4%
ESI vs SIRI
-11.9%
+238.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | +5.4% | +4.3% | +1.1% | +3.8% |
| 30D | -4.2% | -2.8% | -1.4% | -3.5% |
| 3M | -9.6% | +5.9% | -15.5% | -11.9% |
| 6M | +18.3% | +31.9% | -13.6% | +6.8% |
| YTD | +45.8% | +48.7% | -2.8% | +25.7% |
| 1Y | +39.2% | +23.2% | +15.9% | +27.3% |
| 3Y | +86.3% | -23.9% | +110.1% | +86.1% |
| 5Y | +76.2% | -43.4% | +119.6% | +81.0% |
| 10Y | +306.8% | -13.6% | +320.4% | +192.1% |
| All | +226.4% | -11.9% | +238.4% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling