+45.2%
PL vs SIRI
-36.9%
+82.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.8% | +13.7% | +14.3% |
| 7D | +10.9% | +11.4% | -0.5% | +7.6% |
| 30D | -16.4% | +24.2% | -40.6% | -21.3% |
| 3M | -39.9% | +11.1% | -51.1% | -41.8% |
| 6M | -63.2% | +23.9% | -87.1% | -65.3% |
| YTD | -27.1% | +70.0% | -97.1% | -37.4% |
| 1Y | +12.2% | +56.6% | -44.4% | -1.6% |
| 3Y | +584.3% | -21.4% | +605.6% | +582.5% |
| 5Y | +37.0% | -38.3% | +75.3% | +42.4% |
| All | +45.2% | -36.9% | +82.1% | +50.6% |
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