-19.6%
SIRI vs COO
+5,754.5%
-5,774.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | -4.7% | -7.0% | +2.3% | -3.0% |
| 3M | +5.3% | +12.2% | -6.9% | +1.9% |
| 6M | +30.5% | -15.1% | +45.6% | +35.3% |
| YTD | +49.6% | -15.1% | +64.7% | +55.1% |
| 1Y | +28.5% | +2.3% | +26.2% | +26.8% |
| 3Y | -27.5% | -23.7% | -3.8% | -23.8% |
| 5Y | -44.7% | -38.9% | -5.7% | -39.4% |
| 10Y | -12.6% | +49.9% | -62.6% | -23.7% |
| All | -19.6% | +5,754.5% | -5,774.1% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling