-11.3%
SIRI vs DGX
+255.3%
-266.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.3% |
| 7D | +0.6% | -0.9% | +1.4% | +0.9% |
| 30D | +2.5% | -1.2% | +3.7% | +3.0% |
| 3M | +6.6% | +15.8% | -9.2% | +0.4% |
| 6M | +32.9% | +18.2% | +14.7% | +23.6% |
| YTD | +50.5% | +37.2% | +13.3% | +31.4% |
| 1Y | +28.0% | +30.4% | -2.4% | +13.9% |
| 3Y | -22.4% | +96.7% | -119.1% | -42.2% |
| 5Y | -41.3% | +67.2% | -108.5% | -53.9% |
| All | -11.3% | +255.3% | -266.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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