+2,054.5%
SAN vs SIRI
-17.9%
+2,072.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +3.3% | +4.3% | -0.9% | +3.0% |
| 30D | +1.1% | -2.8% | +3.9% | +1.3% |
| 3M | +22.2% | +5.9% | +16.3% | +21.5% |
| 6M | +36.0% | +31.9% | +4.1% | +32.7% |
| YTD | +28.2% | +48.7% | -20.4% | +23.7% |
| 1Y | +54.1% | +23.2% | +30.9% | +50.8% |
| 3Y | +354.2% | -23.9% | +378.1% | +355.4% |
| 5Y | +387.3% | -43.4% | +430.7% | +394.3% |
| 10Y | +334.8% | -13.6% | +348.4% | +327.6% |
| All | +2,054.5% | -17.9% | +2,072.3% | +1,619.3% |
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