-12.3%
SIRI vs EXPD
+316.4%
-328.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -3.9% | +1.2% | -5.1% | -4.4% |
| 30D | -0.8% | +5.2% | -6.0% | -2.9% |
| 3M | +4.3% | +13.2% | -8.9% | -1.0% |
| 6M | +34.1% | +30.3% | +3.7% | +19.5% |
| YTD | +47.3% | +27.0% | +20.3% | +31.4% |
| 1Y | +22.9% | +57.3% | -34.4% | -0.6% |
| 3Y | -24.6% | +70.0% | -94.6% | -41.9% |
| 5Y | -43.2% | +61.6% | -104.8% | -56.4% |
| 10Y | -12.3% | +321.1% | -333.4% | -57.9% |
| All | -12.3% | +316.4% | -328.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling