+591.5%
EWT vs SIRI
-91.1%
+682.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.1% | -3.9% | +6.0% | +2.5% |
| 30D | +9.4% | -0.8% | +10.2% | +9.4% |
| 3M | +10.9% | +4.3% | +6.6% | +10.3% |
| 6M | +57.9% | +34.1% | +23.9% | +53.9% |
| YTD | +75.9% | +47.3% | +28.6% | +69.9% |
| 1Y | +89.7% | +22.9% | +66.8% | +85.8% |
| 3Y | +200.9% | -24.6% | +225.4% | +201.5% |
| 5Y | +154.5% | -43.2% | +197.7% | +157.1% |
| 10Y | +520.8% | -12.3% | +533.1% | +503.4% |
| All | +591.5% | -91.1% | +682.6% | +518.4% |
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