-11.3%
SIRI vs ALLE
+158.4%
-169.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | +2.5% | -7.7% | +10.2% | +6.3% |
| 3M | +6.6% | +15.2% | -8.5% | -0.8% |
| 6M | +32.9% | +5.4% | +27.5% | +28.5% |
| YTD | +50.5% | -2.9% | +53.4% | +50.6% |
| 1Y | +28.0% | -12.8% | +40.7% | +34.8% |
| 3Y | -22.4% | +47.2% | -69.6% | -36.7% |
| 5Y | -41.3% | +13.5% | -54.8% | -47.2% |
| All | -11.3% | +158.4% | -169.7% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling