+2,844.3%
NI vs SIRI
-18.6%
+2,862.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.3% | -3.9% | +5.2% | +1.4% |
| 30D | -0.3% | -0.8% | +0.6% | -0.3% |
| 3M | -9.5% | +4.3% | -13.8% | -9.6% |
| 6M | -10.2% | +34.1% | -44.3% | -11.1% |
| YTD | +1.8% | +47.3% | -45.5% | +0.6% |
| 1Y | +5.7% | +22.9% | -17.2% | +4.9% |
| 3Y | +69.6% | -24.6% | +94.2% | +69.6% |
| 5Y | +95.8% | -43.2% | +139.0% | +96.4% |
| 10Y | +145.1% | -12.3% | +157.4% | +143.2% |
| All | +2,844.3% | -18.6% | +2,862.9% | +2,808.0% |
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 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