-39.2%
SIRI vs EXPD
+60.8%
-100.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +5.5% | -7.4% | +12.9% | +7.9% |
| 30D | +22.6% | -2.1% | +24.7% | +23.2% |
| 3M | +12.9% | +5.7% | +7.2% | +10.7% |
| 6M | +22.3% | +21.4% | +0.9% | +14.4% |
| YTD | +67.8% | +27.6% | +40.2% | +52.6% |
| 1Y | +54.6% | +36.1% | +18.4% | +37.2% |
| 3Y | -21.4% | +69.9% | -91.3% | -36.6% |
| 5Y | -39.2% | +59.7% | -98.9% | -52.4% |
| All | -39.2% | +60.8% | -100.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling