-41.7%
SIRI vs CAPR
+172.3%
-214.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.7% |
| 3M | +14.7% | +126.4% | -111.6% | +13.7% |
| 6M | +22.9% | -68.6% | +91.5% | +23.0% |
| YTD | +65.7% | -67.0% | +132.7% | +65.7% |
| 1Y | +53.5% | +65.2% | -11.7% | +47.7% |
| 3Y | -23.0% | +235.6% | -258.6% | -32.5% |
| All | -41.7% | +172.3% | -214.0% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling