-53.2%
S vs SIRI
-46.6%
-6.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.9% |
| 7D | -7.7% | +1.6% | -9.3% | -8.1% |
| 30D | -5.3% | -4.7% | -0.6% | -4.6% |
| 3M | +20.3% | +5.3% | +15.0% | +18.6% |
| 6M | +47.4% | +30.5% | +16.9% | +38.5% |
| YTD | +32.5% | +49.6% | -17.1% | +20.5% |
| 1Y | +9.5% | +28.5% | -19.0% | +2.6% |
| 3Y | +15.5% | -27.5% | +43.0% | +17.4% |
| 5Y | -71.2% | -44.7% | -26.6% | -68.1% |
| All | -53.2% | -46.6% | -6.6% | -48.8% |
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 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