+479.2%
RF vs SIRI
-7.3%
+486.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +0.3% | +5.5% | -5.2% | -0.1% |
| 30D | +6.2% | +22.6% | -16.4% | +4.4% |
| 3M | -7.8% | +12.9% | -20.8% | -8.8% |
| 6M | +5.9% | +22.3% | -16.3% | +4.1% |
| YTD | +9.0% | +67.8% | -58.7% | +4.2% |
| 1Y | +19.3% | +54.6% | -35.3% | +14.7% |
| 3Y | +116.4% | -21.4% | +137.8% | +117.1% |
| 5Y | +46.0% | -39.2% | +85.3% | +47.7% |
| 10Y | +239.8% | -5.2% | +245.0% | +235.1% |
| All | +479.2% | -7.3% | +486.5% | +395.3% |
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