-11.3%
SIRI vs BBWI
-55.0%
+43.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.1% |
| 7D | +0.6% | -4.8% | +5.4% | +1.3% |
| 30D | +2.5% | +3.5% | -1.0% | +1.6% |
| 3M | +6.6% | -0.3% | +6.9% | +6.0% |
| 6M | +32.9% | -5.4% | +38.3% | +32.5% |
| YTD | +50.5% | -4.7% | +55.2% | +49.1% |
| 1Y | +28.0% | -30.5% | +58.4% | +32.2% |
| 3Y | -22.4% | -44.3% | +21.9% | -19.0% |
| 5Y | -41.3% | -66.9% | +25.6% | -35.6% |
| All | -11.3% | -55.0% | +43.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling