+67.8%
SAP vs SIRI
-22.9%
+90.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -3.9% | -3.7% | -0.2% | -3.4% |
| 30D | +6.5% | +20.4% | -13.9% | +3.7% |
| 3M | +14.7% | +12.5% | +2.1% | +12.6% |
| 6M | +39.9% | +23.4% | +16.5% | +35.8% |
| YTD | -2.0% | +65.2% | -67.1% | -9.4% |
| 1Y | -6.0% | +52.4% | -58.4% | -12.0% |
| All | +67.8% | -22.9% | +90.7% | +67.7% |
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 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