+266.8%
F vs SIRI
-8.8%
+275.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.7% |
| 7D | -3.9% | -3.7% | -0.2% | -3.6% |
| 30D | -0.5% | +20.4% | -20.9% | -1.9% |
| 3M | -12.9% | +12.5% | -25.4% | -13.7% |
| 6M | +1.5% | +23.4% | -21.9% | -0.2% |
| YTD | -5.0% | +65.2% | -70.2% | -8.8% |
| 1Y | -7.3% | +52.4% | -59.7% | -10.5% |
| 3Y | +45.3% | -22.6% | +67.9% | +45.7% |
| 5Y | -15.8% | -41.7% | +25.9% | -14.7% |
| 10Y | +64.2% | -7.8% | +71.9% | +61.4% |
| All | +266.8% | -8.8% | +275.6% | +205.7% |
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