+1,692.2%
SAN vs SIRI
-8.5%
+1,700.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +4.0% | -1.7% | +5.7% | +4.2% |
| 30D | -7.8% | +21.1% | -28.9% | -9.3% |
| 3M | -16.4% | +14.7% | -31.1% | -17.4% |
| 6M | +3.5% | +22.9% | -19.4% | +1.6% |
| YTD | +6.7% | +65.7% | -59.1% | +1.9% |
| 1Y | +14.5% | +53.5% | -39.0% | +10.1% |
| 3Y | +243.5% | -23.0% | +266.5% | +244.5% |
| 5Y | +296.2% | -41.5% | +337.7% | +300.5% |
| 10Y | +268.5% | -7.4% | +275.9% | +260.0% |
| All | +1,692.2% | -8.5% | +1,700.7% | +1,316.9% |
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