+22.9%
SIRI vs CAPR
-68.9%
+91.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.5% |
| 7D | -1.7% | +5.9% | -7.6% | -1.8% |
| 30D | +21.1% | +44.6% | -23.5% | +20.5% |
| 3M | +14.7% | +126.4% | -111.6% | +13.8% |
| 6M | +22.9% | -68.6% | +91.5% | +20.7% |
| All | +22.9% | -68.9% | +91.9% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling