+795.6%
SIRI vs BUD
+217.8%
+577.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | +21.1% | +6.7% | +14.4% | +18.1% |
| 3M | +14.7% | +5.7% | +9.0% | +12.1% |
| 6M | +22.9% | +5.8% | +17.1% | +19.6% |
| YTD | +65.7% | +34.4% | +31.3% | +46.3% |
| 1Y | +53.5% | +33.3% | +20.2% | +35.8% |
| 3Y | -23.0% | +48.8% | -71.8% | -35.6% |
| 5Y | -41.5% | +52.5% | -94.0% | -52.6% |
| 10Y | -7.4% | -4.0% | -3.5% | -16.5% |
| All | +795.6% | +217.8% | +577.8% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling