+15.4%
SIRI vs CAPR
-99.0%
+114.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| 3M | +14.7% | +126.4% | -111.6% | +13.4% |
| 6M | +22.9% | -68.6% | +91.5% | +23.3% |
| YTD | +65.7% | -67.0% | +132.7% | +65.9% |
| 1Y | +53.5% | +65.2% | -11.7% | +47.3% |
| 3Y | -23.0% | +235.6% | -258.6% | -27.9% |
| 5Y | -41.5% | +175.4% | -216.9% | -45.4% |
| 10Y | -7.4% | -65.0% | +57.5% | -16.4% |
| All | +15.4% | -99.0% | +114.4% | +4.5% |
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