+73.9%
PL vs SIRI
-45.3%
+119.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -13.9% | -3.9% | -10.0% | -12.9% |
| 30D | -25.5% | -0.8% | -24.6% | -25.3% |
| 3M | -44.8% | +4.3% | -49.1% | -45.5% |
| 6M | -33.3% | +34.1% | -67.4% | -38.0% |
| YTD | -12.7% | +47.3% | -60.0% | -21.7% |
| 1Y | +90.9% | +22.9% | +68.0% | +79.1% |
| 3Y | +528.5% | -24.6% | +553.0% | +540.2% |
| 5Y | +72.7% | -43.2% | +115.9% | +86.8% |
| All | +73.9% | -45.3% | +119.3% | +88.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling