+127.7%
EXPE vs SIRI
-7.4%
+135.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -6.1% | +21.1% | -27.2% | -11.7% |
| 3M | -21.3% | +14.7% | -36.0% | -24.8% |
| 6M | +19.0% | +22.9% | -3.9% | +11.1% |
| YTD | -8.4% | +65.7% | -74.2% | -23.1% |
| 1Y | -2.8% | +53.5% | -56.3% | -16.3% |
| 3Y | +120.8% | -23.0% | +143.8% | +125.4% |
| 5Y | +46.2% | -41.5% | +87.7% | +54.9% |
| All | +127.7% | -7.4% | +135.1% | +96.9% |
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