+634.6%
P vs SIRI
-7.4%
+642.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | +11.6% | -1.7% | +13.3% | +12.1% |
| 30D | -23.7% | +21.1% | -44.8% | -28.0% |
| 3M | -8.0% | +14.7% | -22.7% | -12.1% |
| 6M | +27.9% | +22.9% | +5.0% | +18.5% |
| YTD | +61.2% | +65.7% | -4.6% | +34.5% |
| 1Y | +28.6% | +53.5% | -24.8% | +9.7% |
| 3Y | +200.5% | -23.0% | +223.5% | +203.3% |
| 5Y | +282.9% | -41.5% | +324.4% | +294.0% |
| All | +634.6% | -7.4% | +642.1% | +555.9% |
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