+68.3%
PR vs SIRI
+56.0%
+12.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.0% |
| 7D | -12.4% | +11.4% | -23.8% | -11.5% |
| 30D | -6.6% | +24.2% | -30.8% | -5.2% |
| 3M | +7.5% | +11.1% | -3.6% | +8.5% |
| 6M | +10.8% | +23.9% | -13.1% | +11.6% |
| YTD | +57.0% | +70.0% | -13.0% | +51.1% |
| All | +68.3% | +56.0% | +12.3% | +68.5% |
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