+2,627.5%
NDAQ vs SIRI
+7.6%
+2,620.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +18.0% | +21.1% | -3.2% | +15.9% |
| 3M | +11.5% | +14.7% | -3.2% | +10.0% |
| 6M | +21.1% | +22.9% | -1.8% | +18.6% |
| YTD | +12.8% | +65.7% | -52.9% | +7.2% |
| 1Y | +25.7% | +53.5% | -27.8% | +20.2% |
| 3Y | +116.8% | -23.0% | +139.8% | +116.8% |
| 5Y | +67.3% | -41.5% | +108.7% | +68.5% |
| 10Y | +473.3% | -7.4% | +480.8% | +451.9% |
| All | +2,627.5% | +7.6% | +2,620.0% | +2,502.4% |
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