+67.3%
F vs SIRI
-7.4%
+74.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | 0.0% | +21.1% | -21.1% | -5.3% |
| 3M | -13.2% | +14.7% | -27.9% | -16.7% |
| 6M | -10.2% | +22.9% | -33.1% | -15.6% |
| YTD | -4.9% | +65.7% | -70.7% | -18.5% |
| 1Y | -6.1% | +53.5% | -59.6% | -17.7% |
| 3Y | +46.0% | -23.0% | +69.0% | +48.9% |
| 5Y | -15.7% | -41.5% | +25.8% | -11.2% |
| All | +67.3% | -7.4% | +74.8% | +42.6% |
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