+163.9%
SIRI vs BAH
+876.9%
-712.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +4.3% | -4.3% | +8.6% | +5.3% |
| 30D | -2.8% | -4.5% | +1.6% | -2.0% |
| 3M | +5.9% | -7.6% | +13.5% | +7.2% |
| 6M | +31.9% | -10.6% | +42.5% | +33.9% |
| YTD | +48.7% | -12.6% | +61.2% | +50.3% |
| 1Y | +23.2% | -27.0% | +50.2% | +30.0% |
| 3Y | -23.9% | -31.5% | +7.6% | -21.1% |
| 5Y | -43.4% | -3.8% | -39.6% | -47.6% |
| 10Y | -13.6% | +183.9% | -197.5% | -40.5% |
| All | +163.9% | +876.9% | -712.9% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling