-2.9%
SIRI vs ALLE
+260.9%
-263.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -4.7% | -6.8% | +2.1% | -1.7% |
| 3M | +5.3% | +21.0% | -15.8% | -4.1% |
| 6M | +30.5% | +1.1% | +29.4% | +28.7% |
| YTD | +49.6% | -0.5% | +50.2% | +48.2% |
| 1Y | +28.5% | -7.3% | +35.8% | +31.3% |
| 3Y | -27.5% | +42.3% | -69.7% | -39.5% |
| 5Y | -44.7% | +13.5% | -58.1% | -50.1% |
| 10Y | -12.6% | +144.0% | -156.7% | -45.8% |
| All | -2.9% | +260.9% | -263.7% | -46.6% |
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