+15.1%
EW vs SIRI
-24.2%
+39.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -5.1% | -3.9% | -1.2% | -4.7% |
| 30D | -6.4% | -0.8% | -5.5% | -6.3% |
| 3M | -1.6% | +4.3% | -5.9% | -2.1% |
| 6M | +2.3% | +34.1% | -31.8% | -1.4% |
| YTD | +1.1% | +47.3% | -46.2% | -3.7% |
| 1Y | +8.0% | +22.9% | -14.9% | +4.9% |
| All | +15.1% | -24.2% | +39.3% | +17.9% |
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