-43.2%
SIRI vs FIVE
+35.6%
-78.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | -3.9% | +1.7% | -5.6% | -4.2% |
| 30D | -0.8% | +5.0% | -5.8% | -1.8% |
| 3M | +4.3% | +29.5% | -25.2% | -0.4% |
| 6M | +34.1% | +12.4% | +21.6% | +30.6% |
| YTD | +47.3% | +31.2% | +16.1% | +39.5% |
| 1Y | +22.9% | +72.9% | -49.9% | +10.7% |
| 3Y | -24.6% | +53.0% | -77.6% | -33.5% |
| 5Y | -43.2% | +34.2% | -77.3% | -50.4% |
| All | -43.2% | +35.6% | -78.8% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling