-43.2%
SIRI vs COO
-44.2%
+1.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | +1.2% |
| 7D | -3.9% | -9.0% | +5.1% | -0.8% |
| 30D | -0.8% | -16.8% | +16.0% | +5.5% |
| 3M | +4.3% | -7.5% | +11.8% | +6.8% |
| 6M | +34.1% | -16.3% | +50.3% | +41.8% |
| YTD | +47.3% | -22.5% | +69.9% | +60.2% |
| 1Y | +22.9% | -7.0% | +29.9% | +24.5% |
| 3Y | -24.6% | -27.5% | +2.9% | -19.0% |
| 5Y | -43.2% | -43.3% | +0.1% | -38.7% |
| All | -43.2% | -44.2% | +1.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling