+322.4%
NET vs SIRI
-24.4%
+346.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.4% | -11.0% | -3.7% |
| 7D | -16.4% | +22.3% | -38.6% | -18.8% |
| 30D | -25.8% | +26.9% | -52.8% | -28.5% |
| 3M | -11.5% | +9.6% | -21.1% | -12.8% |
| 6M | +18.9% | +27.2% | -8.3% | +14.1% |
| YTD | +35.2% | +72.4% | -37.2% | +22.7% |
| 1Y | +14.5% | +59.9% | -45.5% | +5.2% |
| All | +322.4% | -24.4% | +346.8% | +327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling