+7.2%
SIRI vs ALLE
+338.1%
-330.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.7% | +1.6% | -5.2% | -4.3% |
| 30D | +20.4% | +24.1% | -3.7% | +9.0% |
| 3M | +12.5% | +14.8% | -2.3% | +5.3% |
| 6M | +23.4% | +45.9% | -22.4% | +3.0% |
| YTD | +65.2% | +20.7% | +44.4% | +49.4% |
| 1Y | +52.4% | +14.2% | +38.2% | +41.3% |
| 3Y | -22.6% | +90.7% | -113.3% | -43.7% |
| 5Y | -41.7% | +50.6% | -92.2% | -53.9% |
| 10Y | -7.8% | +208.9% | -216.6% | -48.5% |
| All | +7.2% | +338.1% | -330.9% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling