+171.3%
SAP vs SIRI
-11.0%
+182.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.1% | -3.0% | -2.1% | -4.6% |
| 30D | -1.8% | +1.3% | -3.1% | -2.1% |
| 3M | +20.9% | +5.6% | +15.3% | +19.7% |
| 6M | +7.0% | +35.2% | -28.2% | +0.8% |
| YTD | -13.7% | +49.1% | -62.8% | -20.5% |
| 1Y | -19.6% | +26.8% | -46.4% | -23.8% |
| 3Y | +52.4% | -23.7% | +76.1% | +52.4% |
| 5Y | +54.4% | -41.8% | +96.3% | +56.6% |
| All | +171.3% | -11.0% | +182.4% | +140.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling