+363.5%
SE vs SIRI
-30.6%
+394.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.1% |
| 3M | -38.9% | +14.7% | -53.6% | -41.3% |
| 6M | -19.4% | +22.9% | -42.3% | -24.1% |
| YTD | -40.9% | +65.7% | -106.7% | -49.1% |
| 1Y | -46.2% | +53.5% | -99.7% | -52.7% |
| 3Y | +63.7% | -23.0% | +86.7% | +65.8% |
| 5Y | -77.9% | -41.5% | -36.4% | -76.0% |
| All | +363.5% | -30.6% | +394.1% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling