-12.1%
SIRI vs CAPR
-78.6%
+66.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.2% |
| 7D | -3.0% | -10.6% | +7.6% | -2.8% |
| 30D | +1.3% | +111.2% | -109.9% | 0.0% |
| 3M | +5.6% | -67.2% | +72.9% | +6.1% |
| 6M | +35.2% | -75.1% | +110.3% | +36.3% |
| YTD | +49.1% | -71.2% | +120.3% | +49.8% |
| 1Y | +26.8% | +31.1% | -4.3% | +20.0% |
| 3Y | -23.7% | +31.3% | -55.0% | -29.9% |
| 5Y | -41.8% | +69.4% | -111.2% | -47.6% |
| All | -12.1% | -78.6% | +66.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling