+6,438.2%
EW vs SIRI
-93.1%
+6,531.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | +1.0% | -4.7% | +5.8% | +1.3% |
| 3M | +2.8% | +5.3% | -2.5% | +2.5% |
| 6M | +5.5% | +30.5% | -25.0% | +3.8% |
| YTD | +5.5% | +49.6% | -44.2% | +3.0% |
| 1Y | +11.0% | +28.5% | -17.5% | +9.2% |
| 3Y | +17.7% | -27.5% | +45.2% | +18.1% |
| 5Y | -25.7% | -44.7% | +18.9% | -25.0% |
| 10Y | +132.8% | -12.6% | +145.4% | +130.3% |
| All | +6,438.2% | -93.1% | +6,531.3% | +5,681.2% |
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 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