-12.1%
SIRI vs M
-10.0%
-2.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +2.0% |
| 7D | -3.0% | -8.8% | +5.8% | -1.4% |
| 30D | +1.3% | -16.4% | +17.7% | +4.5% |
| 3M | +5.6% | -10.8% | +16.4% | +7.4% |
| 6M | +35.2% | +16.1% | +19.0% | +30.7% |
| YTD | +49.1% | -5.3% | +54.3% | +49.1% |
| 1Y | +26.8% | +24.9% | +1.9% | +20.3% |
| 3Y | -23.7% | +97.5% | -121.2% | -35.3% |
| 5Y | -41.8% | +20.4% | -62.2% | -49.4% |
| All | -12.1% | -10.0% | -2.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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