-27.5%
ON vs SIRI
-24.2%
-3.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -1.9% | -3.9% | +2.0% | -0.7% |
| 30D | -11.0% | -0.8% | -10.2% | -10.9% |
| 3M | -39.3% | +4.3% | -43.6% | -40.7% |
| 6M | +19.8% | +34.1% | -14.2% | +7.8% |
| YTD | +31.1% | +47.3% | -16.2% | +14.2% |
| 1Y | +46.0% | +22.9% | +23.1% | +34.1% |
| All | -27.5% | -24.2% | -3.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling