-43.2%
SIRI vs CAPR
+76.3%
-119.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.9% |
| 7D | -3.9% | -12.6% | +8.7% | -3.8% |
| 30D | -0.8% | +124.4% | -125.2% | -1.6% |
| 3M | +4.3% | -66.8% | +71.1% | +4.5% |
| 6M | +34.1% | -71.8% | +105.8% | +34.4% |
| YTD | +47.3% | -70.1% | +117.4% | +47.5% |
| 1Y | +22.9% | +33.3% | -10.4% | +18.6% |
| 3Y | -24.6% | +36.7% | -61.3% | -30.7% |
| 5Y | -43.2% | +72.5% | -115.6% | -50.4% |
| All | -43.2% | +76.3% | -119.5% | -50.4% |
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