+367.0%
PSX vs SIRI
-42.5%
+409.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +1.5% | -3.0% | +4.5% | +1.9% |
| 30D | +15.8% | +1.3% | +14.5% | +15.6% |
| 3M | +43.0% | +5.6% | +37.4% | +41.5% |
| 6M | +61.1% | +35.2% | +25.9% | +53.1% |
| YTD | +104.5% | +49.1% | +55.5% | +91.3% |
| 1Y | +102.5% | +26.8% | +75.7% | +93.6% |
| 3Y | +133.5% | -23.7% | +157.2% | +130.2% |
| 5Y | +367.0% | -41.8% | +408.8% | +371.7% |
| All | +367.0% | -42.5% | +409.5% | +371.7% |
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