+151.7%
HYG vs SIRI
+19.5%
+132.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -0.7% | +2.5% | -3.2% | -0.9% |
| 3M | -0.2% | +6.6% | -6.8% | -0.6% |
| 6M | +1.4% | +32.9% | -31.4% | -0.3% |
| YTD | +1.5% | +50.5% | -49.0% | -1.1% |
| 1Y | +2.9% | +28.0% | -25.1% | +1.2% |
| 3Y | +25.6% | -22.4% | +48.1% | +25.4% |
| 5Y | +18.6% | -41.3% | +59.8% | +19.0% |
| 10Y | +55.7% | -10.4% | +66.2% | +51.7% |
| All | +151.7% | +19.5% | +132.3% | +134.8% |
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