-10.4%
SIRI vs ALLE
+208.6%
-219.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.7% | +1.6% | -5.2% | -4.4% |
| 30D | +20.4% | +24.1% | -3.7% | +8.8% |
| 3M | +12.5% | +14.8% | -2.3% | +5.2% |
| 6M | +23.4% | +45.9% | -22.4% | +2.5% |
| YTD | +65.2% | +20.7% | +44.4% | +49.0% |
| 1Y | +52.4% | +14.2% | +38.2% | +41.0% |
| 3Y | -22.6% | +90.7% | -113.3% | -44.2% |
| 5Y | -41.7% | +50.6% | -92.2% | -54.2% |
| All | -10.4% | +208.6% | -219.0% | -49.4% |
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