+499.9%
P vs SIRI
+6.1%
+493.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -13.3% | +5.5% | -18.9% | -14.9% |
| 30D | -34.0% | +22.6% | -56.6% | -38.1% |
| 3M | +4.1% | +12.9% | -8.9% | -0.4% |
| 6M | +30.5% | +22.3% | +8.2% | +20.7% |
| YTD | +52.2% | +67.8% | -15.6% | +25.5% |
| 1Y | +10.3% | +54.6% | -44.3% | -6.8% |
| 3Y | +180.9% | -21.4% | +202.2% | +181.3% |
| 5Y | +259.7% | -39.2% | +298.9% | +260.7% |
| 10Y | +652.6% | -5.2% | +657.8% | +447.1% |
| All | +499.9% | +6.1% | +493.8% | +283.2% |
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