+147.3%
IBM vs SIRI
-7.4%
+154.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | -1.7% | +3.3% | +1.9% |
| 30D | +9.2% | +21.1% | -11.9% | +4.7% |
| 3M | +4.9% | +14.7% | -9.8% | +1.7% |
| 6M | +16.8% | +22.9% | -6.2% | +11.6% |
| YTD | -14.3% | +65.7% | -80.0% | -23.3% |
| 1Y | -16.7% | +53.5% | -70.2% | -24.3% |
| 3Y | +82.2% | -23.0% | +105.2% | +83.4% |
| 5Y | +149.9% | -41.5% | +191.4% | +157.3% |
| All | +147.3% | -7.4% | +154.7% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling