-11.3%
SIRI vs CHD
+126.1%
-137.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.6% | -4.5% | +5.0% | +1.6% |
| 30D | +2.5% | -6.7% | +9.2% | +4.1% |
| 3M | +6.6% | -2.7% | +9.3% | +7.2% |
| 6M | +32.9% | -4.9% | +37.8% | +34.1% |
| YTD | +50.5% | +13.3% | +37.1% | +45.5% |
| 1Y | +28.0% | +1.0% | +27.0% | +27.0% |
| 3Y | -22.4% | +1.3% | -23.7% | -23.6% |
| 5Y | -41.3% | +20.8% | -62.1% | -45.8% |
| All | -11.3% | +126.1% | -137.4% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling