0.0%
EWZ vs SIRI
+52.2%
-52.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | +0.1% | -3.7% | +3.7% | +0.5% |
| 30D | -25.9% | +20.4% | -46.3% | -27.4% |
| 3M | -6.1% | +12.5% | -18.7% | -7.8% |
| 6M | -16.1% | +23.4% | -39.5% | -18.5% |
| YTD | +1.0% | +65.2% | -64.2% | -2.8% |
| 1Y | 0.0% | +52.4% | -52.4% | -4.1% |
| All | 0.0% | +52.2% | -52.3% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling