+345.3%
SAN vs SIRI
-10.2%
+355.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.3% | +2.0% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +0.9% | +2.5% | -1.6% | +0.3% |
| 3M | +19.1% | +6.6% | +12.5% | +16.8% |
| 6M | +33.2% | +32.9% | +0.3% | +23.1% |
| YTD | +29.1% | +50.5% | -21.4% | +15.0% |
| 1Y | +50.2% | +28.0% | +22.3% | +39.0% |
| 3Y | +351.0% | -22.4% | +373.4% | +349.4% |
| 5Y | +394.7% | -41.3% | +436.0% | +401.5% |
| All | +345.3% | -10.2% | +355.5% | +242.2% |
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