-11.3%
SIRI vs ES
+82.1%
-93.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +0.6% | -3.6% | +4.1% | +1.8% |
| 30D | +2.5% | -4.2% | +6.7% | +3.9% |
| 3M | +6.6% | +0.1% | +6.5% | +6.5% |
| 6M | +32.9% | -6.2% | +39.1% | +35.3% |
| YTD | +50.5% | +4.1% | +46.4% | +47.6% |
| 1Y | +28.0% | +10.2% | +17.8% | +22.3% |
| 3Y | -22.4% | +26.1% | -48.5% | -30.7% |
| 5Y | -41.3% | -5.3% | -35.9% | -42.2% |
| All | -11.3% | +82.1% | -93.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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