-28.2%
EW vs SIRI
-42.5%
+14.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | -7.4% | +1.3% | -8.7% | -7.6% |
| 3M | +0.9% | +5.6% | -4.7% | +0.1% |
| 6M | +1.2% | +35.2% | -34.0% | -2.8% |
| YTD | +1.8% | +49.1% | -47.3% | -3.5% |
| 1Y | +10.8% | +26.8% | -15.9% | +7.0% |
| 3Y | +17.1% | -23.7% | +40.8% | +17.8% |
| 5Y | -28.2% | -41.8% | +13.6% | -21.8% |
| All | -28.2% | -42.5% | +14.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling