+9,991.5%
ETN vs SIRI
-16.9%
+10,008.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.9% |
| 7D | +3.5% | +0.6% | +3.0% | +3.5% |
| 30D | -7.5% | +2.5% | -10.0% | -7.7% |
| 3M | +8.3% | +6.6% | +1.7% | +7.8% |
| 6M | +20.2% | +32.9% | -12.7% | +17.9% |
| YTD | +34.7% | +50.5% | -15.8% | +30.9% |
| 1Y | +19.4% | +28.0% | -8.5% | +17.2% |
| 3Y | +85.5% | -22.4% | +107.9% | +85.4% |
| 5Y | +186.6% | -41.3% | +227.9% | +188.6% |
| 10Y | +724.7% | -10.4% | +735.1% | +712.6% |
| All | +9,991.5% | -16.9% | +10,008.4% | +8,292.0% |
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