+89.8%
RF vs SIRI
-43.5%
+133.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.8% |
| 30D | -3.4% | -2.8% | -0.5% | -2.9% |
| 3M | +6.4% | +5.9% | +0.4% | +4.9% |
| 6M | +13.4% | +31.9% | -18.5% | +6.6% |
| YTD | +14.2% | +48.7% | -34.4% | +4.5% |
| 1Y | +15.7% | +23.2% | -7.5% | +9.8% |
| 3Y | +91.3% | -23.9% | +115.2% | +91.7% |
| 5Y | +89.8% | -43.4% | +133.2% | +92.2% |
| All | +89.8% | -43.5% | +133.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling