+28.8%
SIRI vs ADVB
-89.4%
+118.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.8% |
| 7D | -3.9% | -13.0% | +9.1% | -3.7% |
| 30D | -0.8% | +7.5% | -8.3% | -1.1% |
| 3M | +4.3% | +129.1% | -124.8% | -1.5% |
| 6M | +34.1% | +71.7% | -37.7% | +26.0% |
| YTD | +47.3% | +45.5% | +1.8% | +39.5% |
| 1Y | +22.9% | -2.7% | +25.7% | +19.3% |
| All | +28.8% | -89.4% | +118.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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