+338.5%
RF vs SIRI
-14.2%
+352.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.1% | -3.9% | +3.8% | +1.2% |
| 30D | -4.0% | -0.8% | -3.2% | -3.9% |
| 3M | +5.6% | +4.3% | +1.3% | +3.7% |
| 6M | +13.1% | +34.1% | -21.0% | +1.2% |
| YTD | +13.6% | +47.3% | -33.8% | -2.0% |
| 1Y | +16.0% | +22.9% | -7.0% | +6.1% |
| 3Y | +90.2% | -24.6% | +114.8% | +92.1% |
| 5Y | +87.0% | -43.2% | +130.2% | +92.9% |
| 10Y | +338.5% | -12.3% | +350.8% | +237.1% |
| All | +338.5% | -14.2% | +352.7% | +237.1% |
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