-23.0%
SIRI vs ALM
+909.2%
-932.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.1% |
| 7D | -1.7% | +1.2% | -2.9% | -1.8% |
| 30D | +21.1% | -19.3% | +40.5% | +21.8% |
| 3M | +14.7% | -40.6% | +55.4% | +16.2% |
| 6M | +22.9% | -57.9% | +80.8% | +25.5% |
| YTD | +65.7% | -6.7% | +72.4% | +64.6% |
| 1Y | +53.5% | +20.2% | +33.3% | +50.7% |
| 3Y | -23.0% | +879.4% | -902.4% | -29.0% |
| All | -23.0% | +909.2% | -932.2% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling