+363.0%
NDAQ vs SIRI
-10.2%
+373.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.6% | +0.6% | -6.1% | -5.6% |
| 30D | -4.4% | +2.5% | -6.8% | -4.9% |
| 3M | +5.9% | +6.6% | -0.8% | +4.5% |
| 6M | +7.7% | +32.9% | -25.1% | +2.0% |
| YTD | -5.2% | +50.5% | -55.6% | -12.4% |
| 1Y | -3.4% | +28.0% | -31.3% | -8.3% |
| 3Y | +85.6% | -22.4% | +108.0% | +84.9% |
| 5Y | +49.5% | -41.3% | +90.8% | +50.8% |
| All | +363.0% | -10.2% | +373.3% | +314.0% |
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