+632.8%
LYB vs SIRI
+219.6%
+413.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +2.5% | +2.5% | 0.0% | +1.5% |
| 3M | +1.4% | +6.6% | -5.2% | -1.3% |
| 6M | -3.5% | +32.9% | -36.4% | -13.3% |
| YTD | +52.0% | +50.5% | +1.5% | +30.7% |
| 1Y | +22.1% | +28.0% | -5.9% | +10.1% |
| 3Y | -22.8% | -22.4% | -0.4% | -24.3% |
| 5Y | -3.4% | -41.3% | +37.9% | -4.0% |
| 10Y | +47.4% | -10.4% | +57.8% | +20.4% |
| All | +632.8% | +219.6% | +413.2% | +265.7% |
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