+1,459.4%
ET vs SIRI
-33.3%
+1,492.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.4% | +4.3% | -3.9% | -0.2% |
| 30D | +6.9% | -2.8% | +9.7% | +7.2% |
| 3M | +13.1% | +5.9% | +7.2% | +12.0% |
| 6M | +18.7% | +31.9% | -13.2% | +13.8% |
| YTD | +37.4% | +48.7% | -11.2% | +29.3% |
| 1Y | +34.8% | +23.2% | +11.6% | +29.8% |
| 3Y | +96.8% | -23.9% | +120.7% | +96.0% |
| 5Y | +238.2% | -43.4% | +281.6% | +242.3% |
| 10Y | +159.4% | -13.6% | +173.0% | +148.9% |
| All | +1,459.4% | -33.3% | +1,492.7% | +1,107.8% |
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 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