+173.8%
ET vs SIRI
-10.2%
+184.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | +0.2% | +0.6% | -0.3% | +0.1% |
| 30D | +2.9% | +2.5% | +0.4% | +2.3% |
| 3M | +16.8% | +6.6% | +10.2% | +15.0% |
| 6M | +18.9% | +32.9% | -14.0% | +11.6% |
| YTD | +37.7% | +50.5% | -12.8% | +25.6% |
| 1Y | +32.4% | +28.0% | +4.5% | +24.4% |
| 3Y | +99.5% | -22.4% | +121.9% | +97.8% |
| 5Y | +244.0% | -41.3% | +285.2% | +245.6% |
| All | +173.8% | -10.2% | +184.0% | +125.8% |
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