+12.3%
QQQ vs SIRI
+59.9%
-47.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.5% | +0.7% |
| 7D | -4.6% | +22.3% | -26.9% | -5.2% |
| 30D | -8.5% | +26.9% | -35.4% | -9.2% |
| 3M | -4.3% | +9.6% | -13.9% | -4.3% |
| 6M | +3.1% | +27.2% | -24.1% | +1.4% |
| YTD | +13.0% | +72.4% | -59.4% | +8.0% |
| 1Y | +12.3% | +59.9% | -47.7% | +9.5% |
| All | +12.3% | +59.9% | -47.6% | +9.5% |
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