+37.5%
F vs SIRI
-23.5%
+61.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -4.1% |
| 7D | +1.2% | +4.3% | -3.1% | +0.3% |
| 30D | +1.2% | -2.8% | +4.1% | +1.7% |
| 3M | -5.7% | +5.9% | -11.6% | -6.8% |
| 6M | +17.9% | +31.9% | -14.0% | +12.0% |
| YTD | +10.4% | +48.7% | -38.2% | +2.4% |
| 1Y | +25.3% | +23.2% | +2.1% | +19.9% |
| 3Y | +37.5% | -23.9% | +61.3% | +40.5% |
| All | +37.5% | -23.5% | +61.0% | +40.5% |
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