+1,547.1%
QQQ vs SIRI
-84.8%
+1,631.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -1.4% | +1.3% | -2.7% | -1.5% |
| 3M | +2.3% | +5.6% | -3.4% | +1.5% |
| 6M | +16.9% | +35.2% | -18.3% | +12.7% |
| YTD | +15.6% | +49.1% | -33.4% | +10.1% |
| 1Y | +22.6% | +26.8% | -4.2% | +18.6% |
| 3Y | +93.5% | -23.7% | +117.2% | +93.7% |
| 5Y | +93.9% | -41.8% | +135.7% | +96.5% |
| 10Y | +564.6% | -11.3% | +575.8% | +541.6% |
| All | +1,547.1% | -84.8% | +1,631.8% | +1,409.3% |
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