+432.5%
EWZ vs SIRI
-91.9%
+524.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +6.5% | +1.6% | +4.9% | +6.3% |
| 30D | +4.8% | -4.7% | +9.6% | +5.3% |
| 3M | +9.9% | +5.3% | +4.6% | +9.2% |
| 6M | +1.9% | +30.5% | -28.6% | -1.0% |
| YTD | +20.3% | +49.6% | -29.3% | +15.0% |
| 1Y | +35.6% | +28.5% | +7.1% | +31.5% |
| 3Y | +43.4% | -27.5% | +70.9% | +44.3% |
| 5Y | +55.9% | -44.7% | +100.6% | +58.4% |
| 10Y | +84.2% | -12.6% | +96.8% | +80.1% |
| All | +432.5% | -91.9% | +524.4% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling