-19.6%
SIRI vs EXPD
+18,386.1%
-18,405.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | -4.7% | +4.1% | -8.8% | -6.1% |
| 3M | +5.3% | +17.9% | -12.6% | -0.8% |
| 6M | +30.5% | +29.2% | +1.3% | +18.6% |
| YTD | +49.6% | +27.4% | +22.3% | +35.7% |
| 1Y | +28.5% | +56.8% | -28.3% | +8.1% |
| 3Y | -27.5% | +68.0% | -95.5% | -41.0% |
| 5Y | -44.7% | +61.9% | -106.5% | -55.3% |
| 10Y | -12.6% | +316.0% | -328.6% | -49.6% |
| All | -19.6% | +18,386.1% | -18,405.7% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling