+10.5%
SHW vs SIRI
-42.5%
+53.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -4.5% | -3.0% | -1.5% | -4.1% |
| 30D | -12.7% | +1.3% | -14.0% | -12.9% |
| 3M | +4.7% | +5.6% | -0.9% | +3.9% |
| 6M | -3.4% | +35.2% | -38.6% | -7.3% |
| YTD | -1.3% | +49.1% | -50.4% | -6.6% |
| 1Y | -10.4% | +26.8% | -37.1% | -13.5% |
| 3Y | +20.1% | -23.7% | +43.8% | +19.4% |
| 5Y | +10.5% | -41.8% | +52.3% | +15.5% |
| All | +10.5% | -42.5% | +53.0% | +15.5% |
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 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