+94.6%
SIRI vs FIVE
+848.8%
-754.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | +20.4% | +15.8% | +4.6% | +17.0% |
| 3M | +12.5% | +3.8% | +8.7% | +11.3% |
| 6M | +23.4% | +18.5% | +4.9% | +18.3% |
| YTD | +65.2% | +31.2% | +34.0% | +54.4% |
| 1Y | +52.4% | +61.8% | -9.4% | +36.5% |
| 3Y | -22.6% | +39.9% | -62.5% | -32.3% |
| 5Y | -41.7% | +18.3% | -60.0% | -48.8% |
| 10Y | -7.8% | +510.0% | -517.7% | -42.5% |
| All | +94.6% | +848.8% | -754.2% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling