+56.8%
SAP vs SIRI
-43.2%
+100.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | -3.9% | +3.6% | +0.1% |
| 30D | +0.3% | -0.8% | +1.1% | +0.3% |
| 3M | +16.9% | +4.3% | +12.6% | +16.5% |
| 6M | +6.3% | +34.1% | -27.7% | +3.1% |
| YTD | -12.4% | +47.3% | -59.7% | -16.1% |
| 1Y | -21.6% | +22.9% | -44.5% | -23.6% |
| 3Y | +54.8% | -24.6% | +79.3% | +53.4% |
| All | +56.8% | -43.2% | +100.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling