+3,502.5%
ETR vs SIRI
-17.9%
+3,520.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.2% |
| 7D | +1.4% | +4.3% | -2.9% | +1.3% |
| 30D | +1.9% | -2.8% | +4.7% | +1.9% |
| 3M | +1.0% | +5.9% | -4.9% | +0.8% |
| 6M | +4.8% | +31.9% | -27.1% | +4.2% |
| YTD | +19.5% | +48.7% | -29.1% | +18.5% |
| 1Y | +28.1% | +23.2% | +4.9% | +27.4% |
| 3Y | +151.1% | -23.9% | +175.0% | +151.0% |
| 5Y | +125.2% | -43.4% | +168.6% | +125.7% |
| 10Y | +291.1% | -13.6% | +304.8% | +289.6% |
| All | +3,502.5% | -17.9% | +3,520.4% | +3,512.3% |
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