-20.8%
SIRI vs GAP
+641.0%
-661.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.1% |
| 7D | -3.9% | -3.2% | -0.7% | -3.2% |
| 30D | -0.8% | -0.7% | -0.1% | -1.0% |
| 3M | +4.3% | -0.5% | +4.8% | +3.7% |
| 6M | +34.1% | -5.0% | +39.0% | +33.8% |
| YTD | +47.3% | -14.7% | +62.0% | +49.9% |
| 1Y | +22.9% | -8.6% | +31.6% | +22.5% |
| 3Y | -24.6% | +108.4% | -132.9% | -42.3% |
| 5Y | -43.2% | +5.8% | -49.0% | -52.3% |
| 10Y | -12.3% | +29.6% | -42.0% | -41.6% |
| All | -20.8% | +641.0% | -661.8% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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