+59.9%
SIRI vs CHD
+30.9%
+29.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +7.9% |
| 7D | +22.3% | +6.9% | +15.3% | +20.7% |
| 30D | +26.9% | +17.1% | +9.8% | +23.4% |
| 3M | +9.6% | +9.1% | +0.5% | +7.9% |
| 6M | +27.2% | +21.4% | +5.8% | +22.8% |
| YTD | +72.4% | +34.9% | +37.5% | +57.8% |
| 1Y | +59.9% | +31.0% | +28.9% | +47.5% |
| All | +59.9% | +30.9% | +29.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling