+78.8%
SAP vs SIRI
-41.3%
+120.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -3.9% | -3.7% | -0.2% | -3.5% |
| 30D | +6.5% | +20.4% | -13.9% | +4.5% |
| 3M | +14.7% | +12.5% | +2.1% | +13.2% |
| 6M | +39.9% | +23.4% | +16.5% | +37.0% |
| YTD | -2.0% | +65.2% | -67.1% | -7.2% |
| 1Y | -6.0% | +52.4% | -58.4% | -10.2% |
| 3Y | +67.7% | -22.6% | +90.3% | +65.2% |
| 5Y | +78.8% | -41.7% | +120.5% | +99.3% |
| All | +78.8% | -41.3% | +120.1% | +99.3% |
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