-70.6%
S vs SIRI
-44.1%
-26.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -1.2% | -3.9% | +2.7% | -0.4% |
| 30D | -12.6% | -0.8% | -11.7% | -12.6% |
| 3M | +27.6% | +4.3% | +23.2% | +26.0% |
| 6M | +35.5% | +34.1% | +1.4% | +26.4% |
| YTD | +29.6% | +47.3% | -17.7% | +17.9% |
| 1Y | +8.1% | +22.9% | -14.8% | +2.1% |
| 3Y | +14.8% | -24.6% | +39.3% | +16.0% |
| 5Y | -70.6% | -43.2% | -27.4% | -68.8% |
| All | -70.6% | -44.1% | -26.5% | -68.8% |
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