-23.1%
SIRI vs BBWI
-48.6%
+25.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -3.0% | -8.0% | +5.0% | -1.6% |
| 30D | +1.3% | -6.6% | +7.9% | +2.2% |
| 3M | +5.6% | -2.7% | +8.3% | +5.3% |
| 6M | +35.2% | -12.8% | +47.9% | +36.7% |
| YTD | +49.1% | -10.5% | +59.5% | +49.0% |
| 1Y | +26.8% | -35.3% | +62.1% | +34.6% |
| All | -23.1% | -48.6% | +25.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling