+21.1%
PL vs SIRI
-38.7%
+59.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.0% | +10.8% |
| 7D | -6.8% | +12.6% | -19.4% | -10.0% |
| 30D | -29.3% | +25.9% | -55.2% | -33.8% |
| 3M | -44.8% | +10.3% | -55.1% | -46.5% |
| 6M | -68.4% | +24.8% | -93.2% | -70.3% |
| YTD | -36.4% | +68.6% | -105.0% | -45.4% |
| 1Y | +0.7% | +55.9% | -55.2% | -11.9% |
| 3Y | +455.3% | -22.3% | +477.6% | +456.1% |
| All | +21.1% | -38.7% | +59.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling