+2,932.6%
IT vs SIRI
-18.6%
+2,951.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -9.1% | -3.9% | -5.2% | -8.8% |
| 30D | -12.2% | -0.8% | -11.3% | -12.1% |
| 3M | +7.8% | +4.3% | +3.5% | +7.5% |
| 6M | +2.0% | +34.1% | -32.1% | -0.5% |
| YTD | -32.7% | +47.3% | -80.1% | -34.9% |
| 1Y | -31.1% | +22.9% | -54.0% | -32.4% |
| 3Y | -52.1% | -24.6% | -27.5% | -51.9% |
| 5Y | -46.3% | -43.2% | -3.1% | -45.6% |
| 10Y | +91.4% | -12.3% | +103.7% | +87.4% |
| All | +2,932.6% | -18.6% | +2,951.2% | +2,459.2% |
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