+50.7%
O vs SIRI
-10.2%
+60.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | -2.9% | +0.6% | -3.4% | -3.0% |
| 30D | -4.5% | +2.5% | -7.0% | -5.1% |
| 3M | -2.6% | +6.6% | -9.3% | -4.1% |
| 6M | -5.6% | +32.9% | -38.5% | -11.4% |
| YTD | +9.3% | +50.5% | -41.2% | -0.3% |
| 1Y | +4.3% | +28.0% | -23.7% | -2.0% |
| 3Y | +27.4% | -22.4% | +49.8% | +27.3% |
| 5Y | +17.1% | -41.3% | +58.3% | +18.4% |
| All | +50.7% | -10.2% | +60.9% | +29.1% |
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