-11.3%
SIRI vs ALM
+2,589.2%
-2,600.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.5% | +1.1% |
| 7D | +0.6% | -11.8% | +12.4% | +0.8% |
| 30D | +2.5% | +7.8% | -5.3% | +2.3% |
| 3M | +6.6% | -9.3% | +15.9% | +6.6% |
| 6M | +32.9% | -30.5% | +63.4% | +33.3% |
| YTD | +50.5% | +75.8% | -25.4% | +47.7% |
| 1Y | +28.0% | +241.2% | -213.2% | +23.2% |
| 3Y | -22.4% | +1,872.6% | -1,895.0% | -29.3% |
| 5Y | -41.3% | +849.6% | -890.9% | -46.2% |
| All | -11.3% | +2,589.2% | -2,600.5% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling