-11.3%
SIRI vs DTE
+137.8%
-149.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +0.6% | -2.6% | +3.1% | +1.7% |
| 30D | +2.5% | -4.4% | +6.9% | +4.5% |
| 3M | +6.6% | -8.3% | +15.0% | +10.4% |
| 6M | +32.9% | -8.1% | +41.0% | +37.1% |
| YTD | +50.5% | +4.4% | +46.0% | +46.4% |
| 1Y | +28.0% | +0.2% | +27.8% | +26.8% |
| 3Y | -22.4% | +42.6% | -65.0% | -35.3% |
| 5Y | -41.3% | +31.5% | -72.8% | -49.6% |
| All | -11.3% | +137.8% | -149.1% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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