+485.4%
P vs SIRI
-5.4%
+490.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | +6.5% | +1.6% | +5.0% | +5.9% |
| 30D | +18.8% | -4.7% | +23.5% | +20.1% |
| 3M | +26.7% | +5.3% | +21.5% | +23.6% |
| 6M | +62.2% | +30.5% | +31.7% | +47.0% |
| YTD | +48.5% | +49.6% | -1.1% | +27.4% |
| 1Y | +26.4% | +28.5% | -2.1% | +13.1% |
| 3Y | +159.4% | -27.5% | +186.9% | +162.9% |
| 5Y | +275.8% | -44.7% | +320.4% | +285.7% |
| 10Y | +732.0% | -12.6% | +744.7% | +513.0% |
| All | +485.4% | -5.4% | +490.7% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling