+1,258.4%
NET vs SIRI
-36.8%
+1,295.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.7% | -8.2% |
| 7D | -21.2% | +15.9% | -37.1% | -23.4% |
| 30D | -31.1% | +26.0% | -57.2% | -34.1% |
| 3M | -16.5% | +9.2% | -25.7% | -18.2% |
| 6M | 0.0% | +28.3% | -28.2% | -5.2% |
| YTD | +24.0% | +71.5% | -47.4% | +10.4% |
| 1Y | +7.0% | +55.0% | -48.0% | -2.8% |
| 3Y | +279.6% | -24.4% | +304.0% | +283.1% |
| 5Y | +24.0% | -37.6% | +61.5% | +28.8% |
| All | +1,258.4% | -36.8% | +1,295.2% | +1,391.8% |
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