+53.3%
SGI vs SIRI
-24.2%
+77.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.6% | -3.9% | +4.5% | +1.3% |
| 30D | +5.5% | -0.8% | +6.4% | +5.7% |
| 3M | -3.6% | +4.3% | -7.9% | -4.3% |
| 6M | -15.0% | +34.1% | -49.1% | -19.1% |
| YTD | -23.0% | +47.3% | -70.3% | -28.0% |
| 1Y | -18.4% | +22.9% | -41.3% | -21.6% |
| All | +53.3% | -24.2% | +77.6% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling