+99.2%
SIRI vs BTG
+371.8%
-272.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -3.0% | -5.5% | +2.5% | -2.6% |
| 30D | +1.3% | +6.1% | -4.8% | +0.8% |
| 3M | +5.6% | +38.6% | -33.0% | +2.7% |
| 6M | +35.2% | +0.7% | +34.5% | +34.3% |
| YTD | +49.1% | +20.3% | +28.7% | +45.4% |
| 1Y | +26.8% | +25.0% | +1.7% | +23.0% |
| 3Y | -23.7% | +97.3% | -121.0% | -29.4% |
| 5Y | -41.8% | +78.3% | -120.2% | -46.3% |
| 10Y | -11.3% | +151.6% | -162.9% | -22.7% |
| All | +99.2% | +371.8% | -272.6% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling