+145.2%
GOOGL vs SIRI
-23.3%
+168.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -3.2% | +1.3% | -4.5% | -3.4% |
| 3M | -6.6% | +5.6% | -12.2% | -7.4% |
| 6M | +8.5% | +35.2% | -26.7% | +4.1% |
| YTD | +6.5% | +49.1% | -42.6% | +0.7% |
| 1Y | +39.4% | +26.8% | +12.6% | +34.4% |
| All | +145.2% | -23.3% | +168.5% | +138.7% |
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 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