+47.5%
SGI vs SIRI
-42.5%
+90.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | -4.9% | -3.0% | -1.9% | -4.4% |
| 30D | +1.6% | +1.3% | +0.3% | +1.3% |
| 3M | -3.2% | +5.6% | -8.8% | -4.2% |
| 6M | -16.0% | +35.2% | -51.2% | -20.6% |
| YTD | -25.4% | +49.1% | -74.5% | -30.8% |
| 1Y | -21.6% | +26.8% | -48.4% | -25.3% |
| 3Y | +52.9% | -23.7% | +76.5% | +54.5% |
| 5Y | +47.5% | -41.8% | +89.3% | +65.4% |
| All | +47.5% | -42.5% | +90.0% | +65.4% |
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