+8.6%
SIRI vs ALM
+8,394.4%
-8,385.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.8% | -9.5% | -0.7% |
| 7D | +4.3% | +8.4% | -4.1% | +4.2% |
| 30D | -2.8% | +34.8% | -37.7% | -3.0% |
| 3M | +5.9% | +16.2% | -10.3% | +5.8% |
| 6M | +31.9% | +2.1% | +29.8% | +31.8% |
| YTD | +48.7% | +117.0% | -68.4% | +47.8% |
| 1Y | +23.2% | +313.9% | -290.6% | +21.9% |
| 3Y | -23.9% | +2,327.9% | -2,351.8% | -25.6% |
| 5Y | -43.4% | +1,040.6% | -1,084.0% | -44.6% |
| 10Y | -13.6% | +3,219.4% | -3,233.1% | -16.4% |
| All | +8.6% | +8,394.4% | -8,385.7% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling