+378.1%
PSX vs SIRI
-10.2%
+388.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | +1.7% | +0.6% | +1.2% | +1.6% |
| 30D | +15.6% | +2.5% | +13.1% | +14.8% |
| 3M | +46.5% | +6.6% | +39.8% | +43.4% |
| 6M | +55.0% | +32.9% | +22.1% | +42.2% |
| YTD | +105.3% | +50.5% | +54.8% | +81.8% |
| 1Y | +101.6% | +28.0% | +73.6% | +85.5% |
| 3Y | +134.1% | -22.4% | +156.5% | +131.5% |
| 5Y | +368.7% | -41.3% | +410.0% | +369.2% |
| All | +378.1% | -10.2% | +388.3% | +301.5% |
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 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