-10.1%
SIRI vs CAPR
-65.7%
+55.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.4% |
| 7D | -1.7% | +5.9% | -7.6% | -1.8% |
| 30D | +21.1% | +44.6% | -23.5% | +20.4% |
| 3M | +14.7% | +126.4% | -111.6% | +12.9% |
| 6M | +22.9% | -68.6% | +91.5% | +23.4% |
| YTD | +65.7% | -67.0% | +132.7% | +66.0% |
| 1Y | +53.5% | +65.2% | -11.7% | +44.7% |
| 3Y | -23.0% | +235.6% | -258.6% | -30.7% |
| 5Y | -41.5% | +175.4% | -216.9% | -47.8% |
| All | -10.1% | -65.7% | +55.6% | -24.3% |
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