+271.2%
EW vs SIRI
-7.4%
+278.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +4.9% | -1.7% | +6.6% | +5.3% |
| 30D | +23.9% | +21.1% | +2.8% | +19.2% |
| 3M | +15.8% | +14.7% | +1.0% | +12.3% |
| 6M | +31.7% | +22.9% | +8.7% | +25.7% |
| YTD | +25.7% | +65.7% | -40.1% | +12.3% |
| 1Y | +24.4% | +53.5% | -29.0% | +12.9% |
| 3Y | +65.9% | -23.0% | +88.9% | +68.5% |
| 5Y | -7.6% | -41.5% | +33.9% | -3.0% |
| All | +271.2% | -7.4% | +278.7% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling