-19.6%
SIRI vs ES
+882.8%
-902.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -4.7% | -2.0% | -2.8% | -4.2% |
| 3M | +5.3% | +1.7% | +3.6% | +4.7% |
| 6M | +30.5% | -3.5% | +34.1% | +31.5% |
| YTD | +49.6% | +7.9% | +41.7% | +46.0% |
| 1Y | +28.5% | +17.2% | +11.3% | +22.0% |
| 3Y | -27.5% | +29.3% | -56.8% | -33.8% |
| 5Y | -44.7% | -5.7% | -38.9% | -45.2% |
| 10Y | -12.6% | +85.2% | -97.8% | -28.2% |
| All | -19.6% | +882.8% | -902.4% | -53.3% |
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 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