+7.5%
IR vs SIRI
-24.2%
+31.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.9% | -3.9% | +2.0% | -1.2% |
| 30D | -15.0% | -0.8% | -14.2% | -15.0% |
| 3M | -0.4% | +4.3% | -4.7% | -1.2% |
| 6M | -15.0% | +34.1% | -49.1% | -19.5% |
| YTD | -7.1% | +47.3% | -54.4% | -13.6% |
| 1Y | -7.5% | +22.9% | -30.5% | -11.4% |
| All | +7.5% | -24.2% | +31.7% | +5.2% |
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