+62.3%
EWZ vs SIRI
-43.6%
+105.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.0% |
| 7D | +5.6% | +4.3% | +1.3% | +5.1% |
| 30D | +9.3% | -2.8% | +12.1% | +9.5% |
| 3M | +15.7% | +5.9% | +9.8% | +14.8% |
| 6M | +7.4% | +31.9% | -24.5% | +4.1% |
| YTD | +22.7% | +48.7% | -26.0% | +17.2% |
| 1Y | +36.4% | +23.2% | +13.2% | +32.7% |
| 3Y | +50.4% | -23.9% | +74.3% | +50.4% |
| All | +62.3% | -43.6% | +105.9% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling