+629.3%
ON vs SIRI
-10.2%
+639.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -8.6% | +2.5% | -11.1% | -9.7% |
| 3M | -34.3% | +6.6% | -41.0% | -36.8% |
| 6M | +28.5% | +32.9% | -4.4% | +12.5% |
| YTD | +40.6% | +50.5% | -9.9% | +16.4% |
| 1Y | +55.3% | +28.0% | +27.4% | +37.0% |
| 3Y | -22.2% | -22.4% | +0.2% | -22.3% |
| 5Y | +62.4% | -41.3% | +103.7% | +65.5% |
| All | +629.3% | -10.2% | +639.5% | +511.8% |
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