+1,131.3%
PSX vs SIRI
+65.0%
+1,066.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | +2.8% | +4.3% | -1.4% | +1.6% |
| 30D | +27.8% | -2.8% | +30.6% | +28.5% |
| 3M | +42.0% | +5.9% | +36.1% | +39.1% |
| 6M | +58.1% | +31.9% | +26.2% | +44.7% |
| YTD | +105.0% | +48.7% | +56.4% | +81.0% |
| 1Y | +104.9% | +23.2% | +81.7% | +89.7% |
| 3Y | +134.1% | -23.9% | +157.9% | +132.5% |
| 5Y | +363.8% | -43.4% | +407.2% | +371.9% |
| 10Y | +370.1% | -13.6% | +383.7% | +298.9% |
| All | +1,131.3% | +65.0% | +1,066.4% | +777.9% |
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 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