+2,281.8%
NDAQ vs SIRI
-3.5%
+2,285.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -2.6% | +4.3% | -6.8% | -3.0% |
| 30D | +0.5% | -2.8% | +3.3% | +0.7% |
| 3M | +9.9% | +5.9% | +4.0% | +9.2% |
| 6M | +8.2% | +31.9% | -23.7% | +5.2% |
| YTD | -1.5% | +48.7% | -50.1% | -5.4% |
| 1Y | +1.3% | +23.2% | -21.9% | -1.1% |
| 3Y | +92.6% | -23.9% | +116.5% | +92.5% |
| 5Y | +53.8% | -43.4% | +97.2% | +55.5% |
| 10Y | +376.0% | -13.6% | +389.6% | +361.6% |
| All | +2,281.8% | -3.5% | +2,285.3% | +2,196.9% |
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