-42.5%
SIRI vs ALM
+958.0%
-1,000.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | -3.9% | +3.6% | -7.5% | -4.0% |
| 30D | -0.8% | +33.8% | -34.6% | -1.8% |
| 3M | +4.3% | +14.8% | -10.5% | +3.6% |
| 6M | +34.1% | -7.0% | +41.0% | +33.6% |
| YTD | +47.3% | +108.1% | -60.7% | +43.2% |
| 1Y | +22.9% | +313.8% | -290.9% | +16.2% |
| 3Y | -24.6% | +2,227.6% | -2,252.2% | -34.6% |
| All | -42.5% | +958.0% | -1,000.5% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling