+855.0%
EXPE vs SIRI
-45.5%
+900.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.2% |
| 7D | -9.5% | +1.6% | -11.1% | -9.8% |
| 30D | -6.6% | -4.7% | -1.9% | -5.9% |
| 3M | +31.4% | +5.3% | +26.1% | +30.1% |
| 6M | +35.2% | +30.5% | +4.7% | +28.2% |
| YTD | +5.8% | +49.6% | -43.8% | -2.3% |
| 1Y | +38.7% | +28.5% | +10.2% | +31.4% |
| 3Y | +175.8% | -27.5% | +203.2% | +180.6% |
| 5Y | +111.8% | -44.7% | +156.5% | +120.1% |
| 10Y | +179.7% | -12.6% | +192.3% | +171.5% |
| All | +855.0% | -45.5% | +900.5% | +791.8% |
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