-11.3%
SIRI vs ITOT
+303.4%
-314.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | +0.6% | -0.9% | +1.5% | +1.4% |
| 30D | +2.5% | -1.5% | +3.9% | +3.8% |
| 3M | +6.6% | +3.6% | +3.1% | +3.1% |
| 6M | +32.9% | +13.7% | +19.2% | +18.2% |
| YTD | +50.5% | +12.9% | +37.5% | +34.2% |
| 1Y | +28.0% | +17.2% | +10.8% | +10.3% |
| 3Y | -22.4% | +75.6% | -98.0% | -52.7% |
| 5Y | -41.3% | +75.5% | -116.8% | -64.7% |
| All | -11.3% | +303.4% | -314.7% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling