-40.2%
SIRI vs ALC
+17.1%
-57.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.2% |
| 7D | -3.0% | -7.7% | +4.7% | -0.2% |
| 30D | +1.3% | -11.7% | +13.0% | +5.8% |
| 3M | +5.6% | +0.7% | +5.0% | +5.0% |
| 6M | +35.2% | -17.1% | +52.2% | +43.3% |
| YTD | +49.1% | -15.1% | +64.2% | +56.3% |
| 1Y | +26.8% | -14.1% | +40.9% | +32.1% |
| 3Y | -23.7% | -18.2% | -5.5% | -19.8% |
| 5Y | -41.8% | -19.2% | -22.7% | -39.6% |
| All | -40.2% | +17.1% | -57.3% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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