+28.0%
SIRI vs CAPR
+37.0%
-9.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.6% | -11.0% | +11.5% | +0.6% |
| 30D | +2.5% | +99.8% | -97.3% | +2.3% |
| 3M | +6.6% | -66.6% | +73.2% | +6.5% |
| 6M | +32.9% | -75.1% | +107.9% | +32.8% |
| YTD | +50.5% | -71.0% | +121.5% | +50.3% |
| 1Y | +28.0% | +30.0% | -2.0% | +26.7% |
| All | +28.0% | +37.0% | -9.0% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling