-53.4%
S vs SIRI
-46.8%
-6.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +0.1% | -3.0% | +3.0% | +0.7% |
| 30D | -11.8% | +1.3% | -13.1% | -12.2% |
| 3M | +33.9% | +5.6% | +28.3% | +32.0% |
| 6M | +40.1% | +35.2% | +4.9% | +30.7% |
| YTD | +32.1% | +49.1% | -17.0% | +20.2% |
| 1Y | +11.0% | +26.8% | -15.7% | +4.3% |
| 3Y | +16.9% | -23.7% | +40.6% | +17.8% |
| 5Y | -68.9% | -41.8% | -27.1% | -65.0% |
| All | -53.4% | -46.8% | -6.6% | -48.9% |
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