-41.8%
SIRI vs BR
+8.0%
-49.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.6% | -3.0% | +3.5% | +1.7% |
| 30D | +2.5% | -0.3% | +2.8% | +2.4% |
| 3M | +6.6% | +17.3% | -10.7% | -0.2% |
| 6M | +32.9% | -6.7% | +39.6% | +35.7% |
| YTD | +50.5% | -23.4% | +73.9% | +66.9% |
| 1Y | +28.0% | -32.7% | +60.6% | +50.2% |
| 3Y | -22.4% | -5.9% | -16.5% | -20.3% |
| All | -41.8% | +8.0% | -49.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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