+92.6%
EWZ vs SIRI
-14.2%
+106.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -0.1% | -3.9% | +3.9% | +0.9% |
| 30D | +8.2% | -0.8% | +9.0% | +8.4% |
| 3M | +13.3% | +4.3% | +9.0% | +11.7% |
| 6M | +3.6% | +34.1% | -30.5% | -4.3% |
| YTD | +21.0% | +47.3% | -26.3% | +8.7% |
| 1Y | +34.7% | +22.9% | +11.7% | +26.1% |
| 3Y | +48.3% | -24.6% | +72.9% | +49.1% |
| 5Y | +60.1% | -43.2% | +103.2% | +62.6% |
| 10Y | +92.6% | -12.3% | +104.9% | +60.4% |
| All | +92.6% | -14.2% | +106.8% | +60.4% |
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 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