-41.8%
SIRI vs BAH
+2.5%
-44.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.6% | +4.3% | -3.7% | 0.0% |
| 30D | +2.5% | -2.5% | +5.0% | +2.8% |
| 3M | +6.6% | -0.9% | +7.6% | +6.4% |
| 6M | +32.9% | +1.5% | +31.4% | +31.6% |
| YTD | +50.5% | -8.0% | +58.4% | +50.3% |
| 1Y | +28.0% | -24.7% | +52.7% | +32.8% |
| 3Y | -22.4% | -28.4% | +6.0% | -22.1% |
| All | -41.8% | +2.5% | -44.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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