+101.2%
ET vs SIRI
-23.3%
+124.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | +1.4% | -3.0% | +4.3% | +1.5% |
| 30D | +4.6% | +1.3% | +3.3% | +4.5% |
| 3M | +16.0% | +5.6% | +10.4% | +15.5% |
| 6M | +22.8% | +35.2% | -12.3% | +20.0% |
| YTD | +38.9% | +49.1% | -10.2% | +34.5% |
| 1Y | +34.1% | +26.8% | +7.3% | +31.4% |
| All | +101.2% | -23.3% | +124.5% | +97.4% |
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