+120.6%
IBM vs SIRI
-44.1%
+164.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.5% |
| 7D | +3.6% | -3.9% | +7.5% | +4.1% |
| 30D | +1.5% | -0.8% | +2.4% | +1.6% |
| 3M | -12.9% | +4.3% | -17.2% | -13.3% |
| 6M | -3.9% | +34.1% | -38.0% | -7.1% |
| YTD | -17.3% | +47.3% | -64.7% | -21.1% |
| 1Y | -5.0% | +22.9% | -27.9% | -7.6% |
| 3Y | +78.2% | -24.6% | +102.8% | +75.9% |
| 5Y | +120.6% | -43.2% | +163.8% | +123.9% |
| All | +120.6% | -44.1% | +164.7% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling