-41.8%
SIRI vs BTG
+78.0%
-119.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | -3.8% | +4.3% | +0.9% |
| 30D | +2.5% | +3.6% | -1.1% | +2.2% |
| 3M | +6.6% | +32.0% | -25.4% | +3.9% |
| 6M | +32.9% | +3.4% | +29.5% | +31.7% |
| YTD | +50.5% | +20.8% | +29.7% | +45.9% |
| 1Y | +28.0% | +22.4% | +5.6% | +23.3% |
| 3Y | -22.4% | +91.7% | -114.1% | -29.8% |
| All | -41.8% | +78.0% | -119.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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