+5,221.5%
O vs SIRI
+13.6%
+5,207.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | +7.1% | +21.1% | -14.0% | +6.2% |
| 3M | -5.2% | +14.7% | -20.0% | -5.9% |
| 6M | -1.8% | +22.9% | -24.7% | -2.8% |
| YTD | +9.1% | +65.7% | -56.7% | +6.4% |
| 1Y | +9.7% | +53.5% | -43.8% | +7.4% |
| 3Y | +39.1% | -23.0% | +62.1% | +39.2% |
| 5Y | +8.4% | -41.5% | +49.8% | +8.8% |
| 10Y | +80.2% | -7.4% | +87.6% | +77.9% |
| All | +5,221.5% | +13.6% | +5,207.8% | +4,532.7% |
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