+67.9%
NI vs SIRI
-22.6%
+90.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | -1.4% | +2.5% | -3.9% | -1.5% |
| 3M | -10.6% | +6.6% | -17.2% | -10.9% |
| 6M | -9.3% | +32.9% | -42.2% | -10.6% |
| YTD | +1.1% | +50.5% | -49.3% | -0.9% |
| 1Y | +3.4% | +28.0% | -24.6% | +2.0% |
| 3Y | +67.9% | -22.4% | +90.3% | +69.0% |
| All | +67.9% | -22.6% | +90.5% | +69.0% |
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 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