-42.5%
SIRI vs ARWR
+26.2%
-68.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -3.9% | -3.2% | -0.7% | -3.5% |
| 30D | -0.8% | -6.5% | +5.6% | -0.1% |
| 3M | +4.3% | +12.7% | -8.4% | +2.4% |
| 6M | +34.1% | +36.2% | -2.1% | +28.1% |
| YTD | +47.3% | +24.5% | +22.9% | +41.8% |
| 1Y | +22.9% | +198.0% | -175.1% | +4.4% |
| 3Y | -24.6% | +176.4% | -200.9% | -39.4% |
| All | -42.5% | +26.2% | -68.7% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling