+1,613.5%
EXC vs SIRI
-17.3%
+1,630.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -1.0% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | -3.7% | -4.7% | +1.0% | -3.6% |
| 3M | -1.3% | +5.3% | -6.6% | -1.4% |
| 6M | -9.7% | +30.5% | -40.2% | -10.4% |
| YTD | +2.9% | +49.6% | -46.7% | +1.7% |
| 1Y | +4.4% | +28.5% | -24.1% | +3.6% |
| 3Y | +22.2% | -27.5% | +49.7% | +22.3% |
| 5Y | +46.7% | -44.7% | +91.4% | +47.3% |
| 10Y | +155.3% | -12.6% | +168.0% | +153.9% |
| All | +1,613.5% | -17.3% | +1,630.9% | +1,559.2% |
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 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