+513.6%
EWT vs SIRI
-10.2%
+523.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +4.5% | +2.5% | +2.0% | +3.9% |
| 3M | +8.3% | +6.6% | +1.6% | +6.7% |
| 6M | +54.2% | +32.9% | +21.4% | +46.3% |
| YTD | +74.6% | +50.5% | +24.1% | +61.7% |
| 1Y | +84.9% | +28.0% | +56.9% | +75.7% |
| 3Y | +197.5% | -22.4% | +219.9% | +196.1% |
| 5Y | +150.6% | -41.3% | +191.9% | +152.8% |
| All | +513.6% | -10.2% | +523.8% | +407.6% |
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