+22.9%
SIRI vs ALLE
-11.2%
+34.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -3.9% | -2.2% | -1.8% | -3.3% |
| 30D | -0.8% | -8.3% | +7.5% | +1.6% |
| 3M | +4.3% | +16.3% | -11.9% | -0.5% |
| 6M | +34.1% | +1.8% | +32.2% | +33.4% |
| YTD | +47.3% | -3.9% | +51.3% | +47.3% |
| 1Y | +22.9% | -10.0% | +32.9% | +28.1% |
| All | +22.9% | -11.2% | +34.1% | +28.1% |
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