+553.4%
SE vs SIRI
-37.0%
+590.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.6% |
| 7D | -5.2% | +0.6% | -5.8% | -5.4% |
| 30D | -17.1% | +2.5% | -19.6% | -17.7% |
| 3M | +24.0% | +6.6% | +17.4% | +21.7% |
| 6M | +21.0% | +32.9% | -11.9% | +11.2% |
| YTD | -16.7% | +50.5% | -67.2% | -26.2% |
| 1Y | -45.9% | +28.0% | -73.9% | -50.1% |
| 3Y | +177.8% | -22.4% | +200.2% | +175.9% |
| 5Y | -67.4% | -41.3% | -26.1% | -65.5% |
| All | +553.4% | -37.0% | +590.4% | +536.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling