+59.9%
SIRI vs ALLE
+18.6%
+41.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.8% | +6.7% | +7.9% |
| 7D | +22.3% | +6.7% | +15.6% | +20.1% |
| 30D | +26.9% | +25.4% | +1.6% | +19.4% |
| 3M | +9.6% | +16.9% | -7.3% | +4.9% |
| 6M | +27.2% | +46.6% | -19.4% | +14.4% |
| YTD | +72.4% | +22.4% | +50.0% | +60.8% |
| 1Y | +59.9% | +17.7% | +42.2% | +51.8% |
| All | +59.9% | +18.6% | +41.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling