+196.7%
EXC vs SIRI
-7.4%
+204.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.0% | +1.3% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | +8.6% | +21.1% | -12.6% | +5.4% |
| 3M | +2.4% | +14.7% | -12.3% | +0.1% |
| 6M | +6.5% | +22.9% | -16.5% | +2.8% |
| YTD | +9.0% | +65.7% | -56.7% | +0.1% |
| 1Y | +4.6% | +53.5% | -48.9% | -2.9% |
| 3Y | +33.5% | -23.0% | +56.5% | +36.0% |
| 5Y | +41.4% | -41.5% | +82.9% | +47.5% |
| All | +196.7% | -7.4% | +204.1% | +186.2% |
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