-66.3%
SE vs SIRI
-44.1%
-22.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -3.6% | -3.9% | +0.3% | -2.9% |
| 30D | -5.3% | -0.8% | -4.5% | -5.2% |
| 3M | +28.1% | +4.3% | +23.8% | +27.1% |
| 6M | +20.7% | +34.1% | -13.4% | +14.0% |
| YTD | -14.8% | +47.3% | -62.1% | -20.9% |
| 1Y | -43.6% | +22.9% | -66.5% | -46.1% |
| 3Y | +184.2% | -24.6% | +208.8% | +184.3% |
| 5Y | -66.3% | -43.2% | -23.1% | -57.3% |
| All | -66.3% | -44.1% | -22.2% | -57.3% |
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