+11.7%
PL vs SIRI
+52.2%
-40.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.1% |
| 7D | +22.3% | -3.7% | +25.9% | +22.2% |
| 30D | -8.3% | +20.4% | -28.7% | -8.9% |
| 3M | -43.3% | +12.5% | -55.8% | -43.6% |
| 6M | -65.8% | +23.4% | -89.3% | -65.3% |
| YTD | -29.5% | +65.2% | -94.7% | -9.6% |
| 1Y | +11.7% | +52.4% | -40.6% | +38.3% |
| All | +11.7% | +52.2% | -40.5% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling