+83.0%
PL vs SIRI
-44.5%
+127.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.6% |
| 7D | -9.3% | +1.6% | -10.9% | -9.7% |
| 30D | -18.9% | -4.7% | -14.2% | -17.9% |
| 3M | -58.4% | +5.3% | -63.6% | -59.0% |
| 6M | -30.3% | +30.5% | -60.8% | -34.9% |
| YTD | -8.1% | +49.6% | -57.7% | -18.0% |
| 1Y | +180.5% | +28.5% | +152.0% | +160.3% |
| 3Y | +444.1% | -27.5% | +471.6% | +456.6% |
| 5Y | +83.0% | -44.7% | +127.7% | +97.3% |
| All | +83.0% | -44.5% | +127.5% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling