-11.3%
SIRI vs ARWR
+1,081.9%
-1,093.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.6% | -4.0% | +4.6% | +0.9% |
| 30D | +2.5% | -5.0% | +7.5% | +3.0% |
| 3M | +6.6% | +11.3% | -4.7% | +5.3% |
| 6M | +32.9% | +42.6% | -9.7% | +27.9% |
| YTD | +50.5% | +24.8% | +25.7% | +46.2% |
| 1Y | +28.0% | +178.8% | -150.8% | +14.4% |
| 3Y | -22.4% | +183.3% | -205.8% | -33.5% |
| 5Y | -41.3% | +29.5% | -70.8% | -47.9% |
| All | -11.3% | +1,081.9% | -1,093.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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