+236.6%
SAP vs SIRI
-7.4%
+244.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +6.5% | +21.1% | -14.6% | +2.8% |
| 3M | +12.2% | +14.7% | -2.5% | +9.2% |
| 6M | +46.1% | +22.9% | +23.1% | +40.3% |
| YTD | -1.6% | +65.7% | -67.4% | -11.2% |
| 1Y | -5.1% | +53.5% | -58.6% | -13.1% |
| 3Y | +68.4% | -23.0% | +91.4% | +69.5% |
| 5Y | +79.4% | -41.5% | +120.9% | +85.5% |
| All | +236.6% | -7.4% | +244.0% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling