+35.2%
SIRI vs BG
+2.5%
+32.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.3% |
| 7D | -3.0% | +3.7% | -6.7% | -2.5% |
| 30D | +1.3% | +12.3% | -11.0% | +3.0% |
| 3M | +5.6% | -2.2% | +7.8% | +7.5% |
| 6M | +35.2% | +5.3% | +29.8% | +34.8% |
| All | +35.2% | +2.5% | +32.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 6mo: compounded portfolio wealth divided by compounded BG 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…
6mo analysis · Full analysis span regression · 6 months rolling