+100.0%
IT vs SIRI
-10.2%
+110.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.3% | +5.0% |
| 7D | -3.7% | +0.6% | -4.2% | -3.8% |
| 30D | +0.1% | +2.5% | -2.4% | -0.6% |
| 3M | +20.7% | +6.6% | +14.1% | +19.2% |
| 6M | +12.0% | +32.9% | -20.9% | +4.8% |
| YTD | -28.8% | +50.5% | -79.3% | -35.4% |
| 1Y | -25.5% | +28.0% | -53.5% | -30.1% |
| 3Y | -48.8% | -22.4% | -26.3% | -48.8% |
| 5Y | -42.7% | -41.3% | -1.5% | -41.8% |
| All | +100.0% | -10.2% | +110.2% | +74.6% |
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