-12.1%
SIRI vs FIVE
+483.6%
-495.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.7% |
| 7D | -3.0% | +0.6% | -3.5% | -3.2% |
| 30D | +1.3% | +3.0% | -1.7% | +0.4% |
| 3M | +5.6% | +23.2% | -17.6% | +0.4% |
| 6M | +35.2% | +9.2% | +26.0% | +31.2% |
| YTD | +49.1% | +28.1% | +21.0% | +39.3% |
| 1Y | +26.8% | +65.3% | -38.5% | +11.5% |
| 3Y | -23.7% | +49.4% | -73.1% | -35.0% |
| 5Y | -41.8% | +29.5% | -71.4% | -50.8% |
| All | -12.1% | +483.6% | -495.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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