+4,598.0%
ITW vs SIRI
-18.6%
+4,616.6%
-54.9%
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% | -1.7% |
| 7D | -1.9% | -3.9% | +2.0% | -1.7% |
| 30D | -10.4% | -0.8% | -9.5% | -10.3% |
| 3M | +3.5% | +4.3% | -0.8% | +3.2% |
| 6M | -3.4% | +34.1% | -37.4% | -5.0% |
| YTD | +8.5% | +47.3% | -38.8% | +6.0% |
| 1Y | +3.2% | +22.9% | -19.7% | +1.8% |
| 3Y | +18.9% | -24.6% | +43.5% | +19.1% |
| 5Y | +35.0% | -43.2% | +78.2% | +36.2% |
| 10Y | +188.6% | -12.3% | +200.9% | +185.1% |
| All | +4,598.0% | -18.6% | +4,616.6% | +3,881.7% |
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