-42.5%
SIRI vs ES
-4.2%
-38.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.8% | -1.0% | +0.2% | -0.6% |
| 3M | +4.3% | +1.5% | +2.8% | +3.8% |
| 6M | +34.1% | -3.5% | +37.5% | +35.2% |
| YTD | +47.3% | +7.0% | +40.3% | +43.3% |
| 1Y | +22.9% | +15.3% | +7.6% | +15.6% |
| 3Y | -24.6% | +30.2% | -54.8% | -33.9% |
| All | -42.5% | -4.2% | -38.3% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling