-33.5%
SIRI vs ALC
+30.4%
-63.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.8% |
| 7D | -1.7% | -1.1% | -0.6% | -1.3% |
| 30D | +21.1% | +16.0% | +5.1% | +14.8% |
| 3M | +14.7% | +0.8% | +13.9% | +14.3% |
| 6M | +22.9% | +16.8% | +6.1% | +15.7% |
| YTD | +65.7% | -5.5% | +71.2% | +67.1% |
| 1Y | +53.5% | -5.3% | +58.7% | +54.5% |
| 3Y | -23.0% | +4.1% | -27.1% | -25.8% |
| 5Y | -41.5% | -7.1% | -34.4% | -42.1% |
| All | -33.5% | +30.4% | -63.9% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling