+9,714.7%
SHW vs SIRI
-17.9%
+9,732.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -1.2% | +4.3% | -5.4% | -1.4% |
| 30D | -11.6% | -2.8% | -8.8% | -11.5% |
| 3M | +9.1% | +5.9% | +3.2% | +8.8% |
| 6M | -0.7% | +31.9% | -32.6% | -2.1% |
| YTD | +1.4% | +48.7% | -47.3% | -0.8% |
| 1Y | -12.3% | +23.2% | -35.5% | -13.3% |
| 3Y | +23.4% | -23.9% | +47.2% | +23.5% |
| 5Y | +15.0% | -43.4% | +58.4% | +15.9% |
| 10Y | +278.3% | -13.6% | +291.9% | +274.1% |
| All | +9,714.7% | -17.9% | +9,732.6% | +8,781.6% |
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