-23.0%
SIRI vs BUD
+49.6%
-72.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +21.1% | +6.7% | +14.4% | +18.9% |
| 3M | +14.7% | +5.7% | +9.0% | +12.8% |
| 6M | +22.9% | +5.8% | +17.1% | +20.4% |
| YTD | +65.7% | +34.4% | +31.3% | +49.2% |
| 1Y | +53.5% | +33.3% | +20.2% | +38.4% |
| 3Y | -23.0% | +48.8% | -71.8% | -40.6% |
| All | -23.0% | +49.6% | -72.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling