+95.2%
SIRI vs FIVE
+846.9%
-751.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.7% | +2.7% | -4.4% | -2.2% |
| 30D | +21.1% | +12.7% | +8.5% | +18.3% |
| 3M | +14.7% | +2.1% | +12.7% | +13.9% |
| 6M | +22.9% | +17.5% | +5.5% | +18.1% |
| YTD | +65.7% | +31.0% | +34.8% | +55.0% |
| 1Y | +53.5% | +67.7% | -14.3% | +36.5% |
| 3Y | -23.0% | +43.4% | -66.4% | -33.0% |
| 5Y | -41.5% | +18.1% | -59.6% | -48.6% |
| 10Y | -7.4% | +508.8% | -516.2% | -42.2% |
| All | +95.2% | +846.9% | -751.7% | +11.1% |
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 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