-20.8%
SIRI vs CHD
+6,631.1%
-6,651.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -3.9% | -4.2% | +0.3% | -3.1% |
| 30D | -0.8% | -7.6% | +6.7% | +0.6% |
| 3M | +4.3% | -1.6% | +5.9% | +4.5% |
| 6M | +34.1% | -6.3% | +40.4% | +35.4% |
| YTD | +47.3% | +14.6% | +32.7% | +43.0% |
| 1Y | +22.9% | +1.6% | +21.3% | +21.9% |
| 3Y | -24.6% | +3.1% | -27.7% | -25.8% |
| 5Y | -43.2% | +21.1% | -64.3% | -46.3% |
| 10Y | -12.3% | +128.6% | -140.9% | -27.3% |
| All | -20.8% | +6,631.1% | -6,651.9% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling