-40.9%
SE vs SIRI
+28.3%
-69.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | -2.5% | -4.7% | +2.3% | -1.3% |
| 3M | +21.7% | +5.3% | +16.4% | +20.4% |
| 6M | +27.0% | +30.5% | -3.5% | +18.5% |
| YTD | -12.1% | +49.6% | -61.8% | -20.6% |
| 1Y | -40.9% | +28.5% | -69.4% | -47.4% |
| All | -40.9% | +28.3% | -69.3% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling