+53.5%
F vs SIRI
-21.2%
+74.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -0.6% | +11.4% | -12.0% | -2.7% |
| 30D | +2.9% | +24.2% | -21.4% | -1.2% |
| 3M | -9.5% | +11.1% | -20.6% | -11.4% |
| 6M | +4.0% | +23.9% | -19.9% | -0.2% |
| YTD | -1.3% | +70.0% | -71.3% | -10.8% |
| 1Y | -1.9% | +56.6% | -58.6% | -10.1% |
| 3Y | +53.5% | -21.4% | +74.8% | +60.3% |
| All | +53.5% | -21.2% | +74.7% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling