+262.8%
SGI vs SIRI
-10.2%
+273.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | -4.5% | +0.6% | -5.0% | -4.6% |
| 30D | +4.2% | +2.5% | +1.7% | +3.2% |
| 3M | -7.4% | +6.6% | -14.1% | -9.7% |
| 6M | -15.1% | +32.9% | -47.9% | -23.6% |
| YTD | -24.7% | +50.5% | -75.1% | -35.5% |
| 1Y | -21.8% | +28.0% | -49.7% | -29.5% |
| 3Y | +50.0% | -22.4% | +72.5% | +49.8% |
| 5Y | +48.9% | -41.3% | +90.2% | +51.7% |
| All | +262.8% | -10.2% | +273.0% | +209.1% |
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