-21.3%
IT vs SIRI
+28.3%
-49.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -4.0% |
| 7D | -6.0% | +1.6% | -7.6% | -6.4% |
| 30D | 0.0% | -4.7% | +4.7% | +1.3% |
| 3M | +13.1% | +5.3% | +7.8% | +13.3% |
| 6M | +11.7% | +30.5% | -18.8% | +6.7% |
| YTD | -26.1% | +49.6% | -75.7% | -32.0% |
| 1Y | -21.3% | +28.5% | -49.8% | -22.8% |
| All | -21.3% | +28.3% | -49.6% | -22.8% |
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 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