+59.9%
SIRI vs ALM
+44.8%
+15.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.3% | +8.4% |
| 7D | +22.3% | -6.4% | +28.6% | +22.4% |
| 30D | +26.9% | -35.0% | +61.9% | +27.9% |
| 3M | +9.6% | -33.8% | +43.4% | +10.4% |
| 6M | +27.2% | -55.0% | +82.2% | +29.1% |
| YTD | +72.4% | -0.2% | +72.6% | +77.0% |
| 1Y | +59.9% | +41.8% | +18.2% | +59.2% |
| All | +59.9% | +44.8% | +15.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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