+12.0%
SIRI vs BR
+1,278.7%
-1,266.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.6% | -3.0% | +3.5% | +1.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.4% |
| 3M | +6.6% | +17.3% | -10.7% | -1.6% |
| 6M | +32.9% | -6.7% | +39.6% | +35.3% |
| YTD | +50.5% | -23.4% | +73.9% | +67.5% |
| 1Y | +28.0% | -32.7% | +60.6% | +51.4% |
| 3Y | -22.4% | -5.9% | -16.5% | -21.9% |
| 5Y | -41.3% | +8.4% | -49.7% | -46.1% |
| 10Y | -10.4% | +189.2% | -199.7% | -50.8% |
| All | +12.0% | +1,278.7% | -1,266.8% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling