+13,164.2%
GOOG vs SIRI
+71.1%
+13,093.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.6% | -3.9% | +2.4% | -1.1% |
| 30D | -7.7% | -0.8% | -6.8% | -7.6% |
| 3M | -9.3% | +4.3% | -13.6% | -9.8% |
| 6M | +7.4% | +34.1% | -26.6% | +3.6% |
| YTD | +4.9% | +47.3% | -42.5% | -0.2% |
| 1Y | +37.2% | +22.9% | +14.3% | +33.2% |
| 3Y | +141.6% | -24.6% | +166.2% | +142.0% |
| 5Y | +128.8% | -43.2% | +171.9% | +131.9% |
| 10Y | +772.7% | -12.3% | +785.0% | +743.3% |
| All | +13,164.2% | +71.1% | +13,093.1% | +10,868.8% |
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