+6.9%
SIRI vs DGX
+8,778.1%
-8,771.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.4% |
| 7D | +0.6% | -0.9% | +1.4% | +0.8% |
| 30D | +2.5% | -1.2% | +3.7% | +2.9% |
| 3M | +6.6% | +15.8% | -9.2% | +1.4% |
| 6M | +32.9% | +18.2% | +14.7% | +25.1% |
| YTD | +50.5% | +37.2% | +13.3% | +34.5% |
| 1Y | +28.0% | +30.4% | -2.4% | +16.2% |
| 3Y | -22.4% | +96.7% | -119.1% | -38.9% |
| 5Y | -41.3% | +67.2% | -108.5% | -51.6% |
| 10Y | -10.4% | +253.9% | -264.4% | -43.7% |
| All | +6.9% | +8,778.1% | -8,771.3% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling