-10.9%
SIRI vs ES
+903.9%
-914.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.4% |
| 30D | +21.1% | +7.6% | +13.5% | +18.7% |
| 3M | +14.7% | +0.5% | +14.2% | +14.4% |
| 6M | +22.9% | +7.6% | +15.3% | +20.2% |
| YTD | +65.7% | +10.2% | +55.5% | +60.6% |
| 1Y | +53.5% | +1.8% | +51.6% | +51.6% |
| 3Y | -23.0% | +55.4% | -78.4% | -33.2% |
| 5Y | -41.5% | +7.3% | -48.8% | -44.1% |
| 10Y | -7.4% | +96.4% | -103.8% | -25.0% |
| All | -10.9% | +903.9% | -914.8% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling