+18.2%
EWZ vs SIRI
-22.6%
+40.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +1.3% | +5.5% | -4.2% | +0.7% |
| 30D | -26.2% | +22.6% | -48.8% | -28.0% |
| 3M | -8.6% | +12.9% | -21.6% | -10.1% |
| 6M | -17.0% | +22.3% | -39.3% | -19.3% |
| YTD | +2.2% | +67.8% | -65.6% | -4.4% |
| 1Y | +2.7% | +54.6% | -51.9% | -3.1% |
| 3Y | +18.2% | -21.4% | +39.6% | +21.1% |
| All | +18.2% | -22.6% | +40.7% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling