-19.5%
SAP vs SIRI
+28.3%
-47.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | +9.0% | -4.7% | +13.7% | +9.5% |
| 3M | +14.9% | +5.3% | +9.7% | +15.3% |
| 6M | +11.9% | +30.5% | -18.6% | +10.3% |
| YTD | -9.9% | +49.6% | -59.5% | -12.9% |
| 1Y | -19.5% | +28.5% | -48.0% | -21.2% |
| All | -19.5% | +28.3% | -47.9% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling