-9.9%
LOW vs SIRI
-22.6%
+12.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | -8.9% | +2.5% | -11.4% | -9.2% |
| 3M | -10.4% | +6.6% | -17.0% | -11.2% |
| 6M | -19.4% | +32.9% | -52.3% | -22.7% |
| YTD | -17.1% | +50.5% | -67.6% | -22.0% |
| 1Y | -26.3% | +28.0% | -54.2% | -29.2% |
| 3Y | -9.9% | -22.4% | +12.5% | -10.4% |
| All | -9.9% | -22.6% | +12.7% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling