-41.8%
SIRI vs BB
-26.5%
-15.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +0.6% | -0.4% | +0.9% | +0.6% |
| 30D | +2.5% | -12.5% | +15.0% | +4.4% |
| 3M | +6.6% | -17.4% | +24.1% | +8.3% |
| 6M | +32.9% | +119.1% | -86.3% | +12.6% |
| YTD | +50.5% | +102.4% | -51.9% | +29.1% |
| 1Y | +28.0% | +98.2% | -70.2% | +9.3% |
| 3Y | -22.4% | +46.9% | -69.3% | -34.9% |
| All | -41.8% | -26.5% | -15.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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