+1,863.5%
SGI vs SIRI
+71.1%
+1,792.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +9.3% | +4.3% | +5.0% | +8.4% |
| 30D | +6.9% | -2.8% | +9.7% | +7.5% |
| 3M | +2.8% | +5.9% | -3.1% | +1.6% |
| 6M | -12.6% | +31.9% | -44.5% | -17.6% |
| YTD | -21.5% | +48.7% | -70.2% | -27.9% |
| 1Y | -18.8% | +23.2% | -42.0% | -22.7% |
| 3Y | +60.8% | -23.9% | +84.7% | +61.6% |
| 5Y | +60.0% | -43.4% | +103.4% | +65.5% |
| 10Y | +267.8% | -13.6% | +281.5% | +260.3% |
| All | +1,863.5% | +71.1% | +1,792.5% | +1,398.4% |
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 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