-46.2%
SE vs SIRI
+53.5%
-99.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | -20.9% | +21.1% | -42.1% | -25.0% |
| 3M | -38.9% | +14.7% | -53.6% | -41.3% |
| 6M | -19.4% | +22.9% | -42.3% | -23.7% |
| YTD | -40.9% | +65.7% | -106.7% | -50.8% |
| 1Y | -46.2% | +53.5% | -99.7% | -53.8% |
| All | -46.2% | +53.5% | -99.7% | -53.8% |
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