-43.4%
SIRI vs EXPD
+60.9%
-104.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.5% |
| 30D | -2.8% | +4.1% | -6.9% | -4.1% |
| 3M | +5.9% | +13.8% | -7.9% | +1.5% |
| 6M | +31.9% | +27.3% | +4.7% | +21.5% |
| YTD | +48.7% | +25.4% | +23.2% | +36.5% |
| 1Y | +23.2% | +54.4% | -31.2% | +4.5% |
| 3Y | -23.9% | +67.9% | -91.8% | -38.0% |
| 5Y | -43.4% | +59.2% | -102.6% | -55.3% |
| All | -43.4% | +60.9% | -104.3% | -55.3% |
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