+513.9%
RF vs SIRI
-17.3%
+531.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.1% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | -3.6% | -4.7% | +1.1% | -3.3% |
| 3M | +8.1% | +5.3% | +2.8% | +7.6% |
| 6M | +11.5% | +30.5% | -19.0% | +8.9% |
| YTD | +15.6% | +49.6% | -34.1% | +11.6% |
| 1Y | +15.7% | +28.5% | -12.8% | +13.0% |
| 3Y | +86.9% | -27.5% | +114.4% | +88.5% |
| 5Y | +89.8% | -44.7% | +134.5% | +93.5% |
| 10Y | +344.7% | -12.6% | +357.3% | +342.1% |
| All | +513.9% | -17.3% | +531.2% | +430.1% |
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 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