-23.3%
SIRI vs FIVE
+40.2%
-63.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | +20.4% | +15.8% | +4.6% | +18.0% |
| 3M | +12.5% | +3.8% | +8.7% | +11.6% |
| 6M | +23.4% | +18.5% | +4.9% | +19.7% |
| YTD | +65.2% | +31.2% | +34.0% | +57.3% |
| 1Y | +52.4% | +61.8% | -9.4% | +40.4% |
| All | -23.3% | +40.2% | -63.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling