+375.1%
META vs SIRI
-13.0%
+388.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +6.0% | +4.3% | +1.8% | +5.1% |
| 30D | +3.6% | -2.8% | +6.4% | +4.1% |
| 3M | +4.9% | +5.9% | -1.0% | +3.5% |
| 6M | -4.7% | +31.9% | -36.6% | -10.5% |
| YTD | -6.9% | +48.7% | -55.6% | -15.0% |
| 1Y | -18.2% | +23.2% | -41.4% | -22.6% |
| 3Y | +107.8% | -23.9% | +131.6% | +107.5% |
| 5Y | +63.9% | -43.4% | +107.3% | +70.5% |
| 10Y | +375.1% | -13.6% | +388.7% | +310.7% |
| All | +375.1% | -13.0% | +388.1% | +310.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling