+20.3%
SHW vs SIRI
-24.2%
+44.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -3.2% | -3.9% | +0.7% | -2.6% |
| 30D | -11.4% | -0.8% | -10.6% | -11.3% |
| 3M | +3.5% | +4.3% | -0.8% | +2.8% |
| 6M | -3.4% | +34.1% | -37.4% | -7.5% |
| YTD | -0.3% | +47.3% | -47.7% | -6.0% |
| 1Y | -10.4% | +22.9% | -33.3% | -13.5% |
| All | +20.3% | -24.2% | +44.5% | +18.5% |
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