+28.0%
SIRI vs ES
+11.9%
+16.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.6% | -3.6% | +4.1% | +1.2% |
| 30D | +2.5% | -4.2% | +6.7% | +3.2% |
| 3M | +6.6% | +0.1% | +6.5% | +6.8% |
| 6M | +32.9% | -6.2% | +39.1% | +34.3% |
| YTD | +50.5% | +4.1% | +46.4% | +49.3% |
| 1Y | +28.0% | +10.2% | +17.8% | +22.3% |
| All | +28.0% | +11.9% | +16.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling