+239.8%
RF vs SIRI
-5.0%
+244.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +0.3% | +5.5% | -5.2% | -1.6% |
| 30D | +6.2% | +22.6% | -16.4% | -1.1% |
| 3M | -7.8% | +12.9% | -20.8% | -11.9% |
| 6M | +5.9% | +22.3% | -16.3% | -1.8% |
| YTD | +9.0% | +67.8% | -58.7% | -10.1% |
| 1Y | +19.3% | +54.6% | -35.3% | +1.1% |
| 3Y | +116.4% | -21.4% | +137.8% | +119.2% |
| 5Y | +46.0% | -39.2% | +85.3% | +50.1% |
| 10Y | +239.8% | -5.2% | +245.0% | +171.1% |
| All | +239.8% | -5.0% | +244.8% | +171.1% |
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