+76.3%
SIRI vs FIVE
+868.1%
-791.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -3.6% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | -4.7% | +12.5% | -17.2% | -7.1% |
| 3M | +5.3% | +31.2% | -26.0% | -0.7% |
| 6M | +30.5% | +14.4% | +16.1% | +25.9% |
| YTD | +49.6% | +33.9% | +15.7% | +39.6% |
| 1Y | +28.5% | +65.1% | -36.5% | +14.4% |
| 3Y | -27.5% | +49.0% | -76.4% | -37.3% |
| 5Y | -44.7% | +30.3% | -74.9% | -52.4% |
| 10Y | -12.6% | +481.1% | -493.7% | -45.2% |
| All | +76.3% | +868.1% | -791.9% | 0.0% |
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