+6,740.0%
LOW vs SIRI
-18.6%
+6,758.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.6% | -3.9% | +3.3% | -0.3% |
| 30D | -9.3% | -0.8% | -8.4% | -9.2% |
| 3M | -8.1% | +4.3% | -12.4% | -8.4% |
| 6M | -19.8% | +34.1% | -53.8% | -21.5% |
| YTD | -16.4% | +47.3% | -63.7% | -18.7% |
| 1Y | -24.7% | +22.9% | -47.6% | -25.9% |
| 3Y | -8.8% | -24.6% | +15.7% | -8.6% |
| 5Y | +7.8% | -43.2% | +51.0% | +9.0% |
| 10Y | +233.8% | -12.3% | +246.1% | +229.3% |
| All | +6,740.0% | -18.6% | +6,758.6% | +5,610.1% |
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