+526.5%
P vs SIRI
+6.2%
+520.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -4.7% | -2.6% | -2.1% | -4.0% |
| 30D | -31.4% | +22.2% | -53.7% | -35.7% |
| 3M | -2.6% | +14.1% | -16.7% | -7.1% |
| 6M | +21.9% | +22.5% | -0.6% | +12.8% |
| YTD | +58.9% | +67.9% | -8.9% | +31.0% |
| 1Y | +21.7% | +54.6% | -32.8% | +2.9% |
| 3Y | +193.3% | -21.3% | +214.6% | +193.7% |
| 5Y | +275.1% | -40.4% | +315.5% | +281.4% |
| 10Y | +655.3% | -6.2% | +661.6% | +454.0% |
| All | +526.5% | +6.2% | +520.3% | +300.1% |
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