-23.9%
SIRI vs FIVE
+59.0%
-82.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.3% | +3.7% | +0.6% | +3.7% |
| 30D | -2.8% | +4.0% | -6.8% | -3.6% |
| 3M | +5.9% | +36.2% | -30.3% | +0.5% |
| 6M | +31.9% | +18.0% | +13.9% | +27.7% |
| YTD | +48.7% | +34.9% | +13.8% | +40.5% |
| 1Y | +23.2% | +67.9% | -44.7% | +11.7% |
| 3Y | -23.9% | +57.3% | -81.2% | -38.3% |
| All | -23.9% | +59.0% | -82.9% | -38.3% |
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