-8.8%
IT vs SIRI
+59.9%
-68.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -7.0% | -0.6% |
| 7D | -5.5% | +22.3% | -27.7% | -10.6% |
| 30D | +10.3% | +26.9% | -16.6% | +3.3% |
| 3M | +11.5% | +9.6% | +1.9% | +8.7% |
| 6M | +40.3% | +27.2% | +13.1% | +34.7% |
| YTD | -17.9% | +72.4% | -90.3% | -26.9% |
| 1Y | -8.8% | +59.9% | -68.7% | -16.0% |
| All | -8.8% | +59.9% | -68.6% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling