+56.5%
SAP vs SIRI
-23.5%
+80.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -0.3% | +4.3% | -4.5% | -0.9% |
| 30D | +2.6% | -2.8% | +5.4% | +2.9% |
| 3M | +16.3% | +5.9% | +10.3% | +15.5% |
| 6M | +6.4% | +31.9% | -25.5% | +2.3% |
| YTD | -11.4% | +48.7% | -60.1% | -16.5% |
| 1Y | -20.4% | +23.2% | -43.6% | -23.0% |
| 3Y | +56.5% | -23.9% | +80.4% | +55.0% |
| All | +56.5% | -23.5% | +80.0% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling