+291.1%
P vs SIRI
-43.5%
+334.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +7.8% | +4.3% | +3.6% | +7.2% |
| 30D | +12.3% | -2.8% | +15.1% | +12.6% |
| 3M | +37.1% | +5.9% | +31.2% | +35.4% |
| 6M | +66.1% | +31.9% | +34.1% | +58.7% |
| YTD | +50.9% | +48.7% | +2.3% | +41.0% |
| 1Y | +27.2% | +23.2% | +4.0% | +22.1% |
| 3Y | +158.7% | -23.9% | +182.5% | +157.1% |
| 5Y | +291.1% | -43.4% | +334.5% | +307.3% |
| All | +291.1% | -43.5% | +334.6% | +307.3% |
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