+49.6%
ON vs SIRI
-42.5%
+92.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -4.7% | -3.0% | -1.7% | -4.0% |
| 30D | -13.5% | +1.3% | -14.8% | -13.9% |
| 3M | -36.3% | +5.6% | -41.9% | -37.7% |
| 6M | +17.8% | +35.2% | -17.4% | +7.7% |
| YTD | +29.6% | +49.1% | -19.5% | +15.3% |
| 1Y | +45.8% | +26.8% | +19.0% | +35.0% |
| 3Y | -28.3% | -23.7% | -4.7% | -29.1% |
| 5Y | +49.6% | -41.8% | +91.5% | +61.8% |
| All | +49.6% | -42.5% | +92.2% | +61.8% |
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 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