+119.6%
RF vs SIRI
-21.2%
+140.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -0.1% | +11.4% | -11.5% | -2.6% |
| 30D | +7.0% | +24.2% | -17.2% | +1.9% |
| 3M | -7.0% | +11.1% | -18.1% | -9.4% |
| 6M | +6.8% | +23.9% | -17.1% | +1.4% |
| YTD | +9.9% | +70.0% | -60.1% | -3.3% |
| 1Y | +21.1% | +56.6% | -35.5% | +8.5% |
| 3Y | +119.6% | -21.4% | +141.0% | +129.0% |
| All | +119.6% | -21.2% | +140.8% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling