-23.9%
SIRI vs ES
+33.1%
-57.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | -2.8% | -1.2% | -1.7% | -2.6% |
| 3M | +5.9% | +5.0% | +0.9% | +4.7% |
| 6M | +31.9% | -2.8% | +34.8% | +32.7% |
| YTD | +48.7% | +8.6% | +40.1% | +45.1% |
| 1Y | +23.2% | +18.9% | +4.3% | +16.6% |
| 3Y | -23.9% | +32.1% | -56.0% | -34.6% |
| All | -23.9% | +33.1% | -57.0% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling