+280.4%
SHW vs SIRI
-10.2%
+290.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -10.0% | +2.5% | -12.5% | -10.6% |
| 3M | +2.3% | +6.6% | -4.4% | +0.8% |
| 6M | +0.7% | +32.9% | -32.2% | -5.5% |
| YTD | +0.5% | +50.5% | -50.0% | -8.3% |
| 1Y | -11.5% | +28.0% | -39.4% | -16.7% |
| 3Y | +21.3% | -22.4% | +43.7% | +21.1% |
| 5Y | +12.5% | -41.3% | +53.8% | +13.9% |
| All | +280.4% | -10.2% | +290.6% | +222.9% |
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 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