-10.4%
SIRI vs EXPD
+336.9%
-347.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -3.7% | +3.6% | -7.3% | -5.0% |
| 30D | +20.4% | +0.3% | +20.2% | +20.1% |
| 3M | +12.5% | +6.1% | +6.4% | +9.6% |
| 6M | +23.4% | +27.4% | -3.9% | +11.3% |
| YTD | +65.2% | +32.0% | +33.2% | +44.7% |
| 1Y | +52.4% | +40.5% | +11.8% | +29.8% |
| 3Y | -22.6% | +75.7% | -98.3% | -41.3% |
| 5Y | -41.7% | +61.7% | -103.4% | -55.1% |
| All | -10.4% | +336.9% | -347.4% | -57.7% |
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