+243.5%
SAN vs SIRI
-22.7%
+266.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +4.0% | -1.7% | +5.7% | +4.3% |
| 30D | -7.8% | +21.1% | -28.9% | -10.5% |
| 3M | -16.4% | +14.7% | -31.1% | -18.2% |
| 6M | +3.5% | +22.9% | -19.4% | 0.0% |
| YTD | +6.7% | +65.7% | -59.1% | -1.9% |
| 1Y | +14.5% | +53.5% | -39.0% | +6.5% |
| 3Y | +243.5% | -23.0% | +266.5% | +241.1% |
| All | +243.5% | -22.7% | +266.2% | +241.1% |
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