+18.6%
SIRI vs DVA
+5,118.1%
-5,099.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | +1.3% | +1.7% | -0.4% | +1.0% |
| 3M | +5.6% | -8.7% | +14.3% | +6.8% |
| 6M | +35.2% | +19.7% | +15.5% | +30.0% |
| YTD | +49.1% | +59.6% | -10.5% | +36.2% |
| 1Y | +26.8% | +37.1% | -10.3% | +18.6% |
| 3Y | -23.7% | +89.8% | -113.4% | -33.1% |
| 5Y | -41.8% | +47.4% | -89.2% | -48.1% |
| 10Y | -11.3% | +184.9% | -196.1% | -30.5% |
| All | +18.6% | +5,118.1% | -5,099.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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