+67.6%
EWZ vs SIRI
-6.2%
+73.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.6% | -2.6% | +3.2% | +1.2% |
| 30D | -25.5% | +22.2% | -47.7% | -29.2% |
| 3M | -4.5% | +14.1% | -18.6% | -7.8% |
| 6M | -15.3% | +22.5% | -37.8% | -19.9% |
| YTD | +3.1% | +67.9% | -64.8% | -10.4% |
| 1Y | +1.2% | +54.6% | -53.4% | -10.3% |
| 3Y | +19.3% | -21.3% | +40.6% | +20.5% |
| 5Y | +52.3% | -40.4% | +92.6% | +57.2% |
| All | +67.6% | -6.2% | +73.9% | +56.1% |
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