+342.6%
SAN vs SIRI
-24.2%
+366.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.5% | -3.9% | +3.4% | +0.1% |
| 30D | -0.1% | -0.8% | +0.8% | 0.0% |
| 3M | +19.6% | +4.3% | +15.3% | +18.6% |
| 6M | +32.7% | +34.1% | -1.4% | +26.3% |
| YTD | +26.7% | +47.3% | -20.6% | +18.4% |
| 1Y | +51.6% | +22.9% | +28.7% | +45.7% |
| All | +342.6% | -24.2% | +366.8% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling