+905.0%
LUV vs SIRI
-16.9%
+921.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | -1.0% | +0.6% | -1.5% | -1.0% |
| 30D | -12.4% | +2.5% | -14.8% | -12.5% |
| 3M | -11.0% | +6.6% | -17.6% | -11.4% |
| 6M | -5.0% | +32.9% | -37.9% | -7.0% |
| YTD | -3.8% | +50.5% | -54.2% | -6.8% |
| 1Y | +25.9% | +28.0% | -2.1% | +23.3% |
| 3Y | +42.2% | -22.4% | +64.6% | +42.6% |
| 5Y | -10.8% | -41.3% | +30.5% | -9.7% |
| 10Y | +19.0% | -10.4% | +29.4% | +17.5% |
| All | +905.0% | -16.9% | +921.9% | +765.2% |
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