+4.2%
SIRI vs CAPR
-99.1%
+103.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.6% |
| 7D | +1.6% | -2.0% | +3.6% | +1.6% |
| 30D | -4.7% | +139.2% | -143.9% | -5.7% |
| 3M | +5.3% | -66.4% | +71.6% | +5.6% |
| 6M | +30.5% | -63.1% | +93.7% | +30.7% |
| YTD | +49.6% | -67.4% | +117.1% | +50.0% |
| 1Y | +28.5% | +58.2% | -29.7% | +23.4% |
| 3Y | -27.5% | +42.2% | -69.7% | -31.3% |
| 5Y | -44.7% | +87.3% | -131.9% | -48.1% |
| 10Y | -12.6% | -75.3% | +62.6% | -20.8% |
| All | +4.2% | -99.1% | +103.2% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling