-20.8%
SIRI vs BBWI
+692.5%
-713.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.7% |
| 7D | -3.9% | -4.4% | +0.5% | -2.9% |
| 30D | -0.8% | -7.4% | +6.6% | +0.6% |
| 3M | +4.3% | -2.2% | +6.5% | +3.8% |
| 6M | +34.1% | -16.3% | +50.4% | +37.4% |
| YTD | +47.3% | -9.1% | +56.5% | +46.7% |
| 1Y | +22.9% | -34.5% | +57.4% | +30.9% |
| 3Y | -24.6% | -47.0% | +22.4% | -19.0% |
| 5Y | -43.2% | -68.8% | +25.7% | -33.6% |
| 10Y | -12.3% | -57.4% | +45.0% | -24.0% |
| All | -20.8% | +692.5% | -713.3% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling