-19.6%
SIRI vs ARWR
-64.6%
+45.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.6% | +1.7% | -0.1% | +1.6% |
| 30D | -4.7% | -0.7% | -4.1% | -4.7% |
| 3M | +5.3% | +14.9% | -9.6% | +5.0% |
| 6M | +30.5% | +32.6% | -2.1% | +29.8% |
| YTD | +49.6% | +30.0% | +19.6% | +48.8% |
| 1Y | +28.5% | +208.4% | -179.9% | +25.7% |
| 3Y | -27.5% | +208.8% | -236.3% | -29.4% |
| 5Y | -44.7% | +27.8% | -72.5% | -45.7% |
| 10Y | -12.6% | +1,107.6% | -1,120.2% | -19.0% |
| All | -19.6% | -64.6% | +45.0% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling