+274.5%
IR vs SIRI
-25.5%
+300.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -3.1% | -3.0% | -0.1% | -2.4% |
| 30D | -14.0% | +1.3% | -15.3% | -14.4% |
| 3M | +3.7% | +5.6% | -1.9% | +2.1% |
| 6M | -15.4% | +35.2% | -50.5% | -21.9% |
| YTD | -7.7% | +49.1% | -56.7% | -17.1% |
| 1Y | -8.8% | +26.8% | -35.6% | -15.1% |
| 3Y | +5.6% | -23.7% | +29.3% | +5.7% |
| 5Y | +34.3% | -41.8% | +76.2% | +37.3% |
| All | +274.5% | -25.5% | +300.0% | +267.8% |
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 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