+144.5%
ETR vs SIRI
-23.3%
+167.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.4% |
| 7D | -1.9% | -3.0% | +1.1% | -1.8% |
| 30D | -0.2% | +1.3% | -1.5% | -0.2% |
| 3M | -3.7% | +5.6% | -9.4% | -3.9% |
| 6M | +2.1% | +35.2% | -33.1% | +1.1% |
| YTD | +16.5% | +49.1% | -32.6% | +14.9% |
| 1Y | +22.5% | +26.8% | -4.3% | +21.4% |
| All | +144.5% | -23.3% | +167.8% | +144.1% |
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