+696.0%
SIRI vs BUD
+192.2%
+503.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | -0.8% | -6.1% | +5.3% | +1.4% |
| 3M | +4.3% | -3.8% | +8.1% | +5.4% |
| 6M | +34.1% | +8.2% | +25.9% | +29.0% |
| YTD | +47.3% | +23.6% | +23.7% | +34.4% |
| 1Y | +22.9% | +33.4% | -10.5% | +8.5% |
| 3Y | -24.6% | +45.3% | -69.9% | -36.3% |
| 5Y | -43.2% | +44.3% | -87.4% | -53.1% |
| 10Y | -12.3% | -22.8% | +10.5% | -13.5% |
| All | +696.0% | +192.2% | +503.8% | +265.1% |
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