-45.6%
IT vs SIRI
-42.5%
-3.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.4% |
| 7D | -12.7% | -3.0% | -9.7% | -12.3% |
| 30D | -8.9% | +1.3% | -10.2% | -9.1% |
| 3M | +10.1% | +5.6% | +4.5% | +9.5% |
| 6M | +7.3% | +35.2% | -27.9% | +2.9% |
| YTD | -32.4% | +49.1% | -81.4% | -36.1% |
| 1Y | -26.6% | +26.8% | -53.4% | -29.3% |
| 3Y | -51.8% | -23.7% | -28.2% | -52.2% |
| 5Y | -45.6% | -41.8% | -3.8% | -41.5% |
| All | -45.6% | -42.5% | -3.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling