-25.8%
NOW vs SIRI
-39.1%
+13.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.9% |
| 7D | -8.7% | +5.5% | -14.3% | -9.4% |
| 30D | -29.3% | +22.6% | -51.9% | -31.4% |
| 3M | -21.8% | +12.9% | -34.8% | -23.4% |
| 6M | +9.2% | +22.3% | -13.0% | +6.0% |
| YTD | -35.0% | +67.8% | -102.8% | -40.0% |
| 1Y | -42.5% | +54.6% | -97.1% | -46.3% |
| 3Y | -21.5% | -21.4% | -0.2% | -22.5% |
| 5Y | -25.8% | -39.2% | +13.4% | -16.0% |
| All | -25.8% | -39.1% | +13.4% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling