+79.9%
PL vs SIRI
-44.8%
+124.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -7.5% | +4.3% | -11.8% | -8.6% |
| 30D | -25.6% | -2.8% | -22.7% | -25.0% |
| 3M | -45.6% | +5.9% | -51.5% | -46.6% |
| 6M | -29.5% | +31.9% | -61.5% | -34.3% |
| YTD | -9.7% | +48.7% | -58.3% | -19.2% |
| 1Y | +84.4% | +23.2% | +61.1% | +72.9% |
| 3Y | +550.0% | -23.9% | +573.9% | +560.5% |
| 5Y | +79.0% | -43.4% | +122.4% | +93.1% |
| All | +79.9% | -44.8% | +124.7% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling