+291.3%
IR vs SIRI
-25.2%
+316.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.9% |
| 7D | -2.8% | +1.6% | -4.4% | -3.3% |
| 30D | -15.1% | -4.7% | -10.4% | -14.2% |
| 3M | +6.1% | +5.3% | +0.8% | +4.5% |
| 6M | -16.8% | +30.5% | -47.3% | -22.6% |
| YTD | -3.5% | +49.6% | -53.2% | -13.5% |
| 1Y | -3.5% | +28.5% | -32.0% | -10.4% |
| 3Y | +9.5% | -27.5% | +36.9% | +11.3% |
| 5Y | +45.1% | -44.7% | +89.7% | +51.8% |
| All | +291.3% | -25.2% | +316.5% | +283.9% |
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 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