-24.0%
SIRI vs M
+106.8%
-130.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.1% |
| 7D | -3.9% | -4.1% | +0.2% | -3.0% |
| 30D | -0.8% | -13.6% | +12.8% | +2.5% |
| 3M | +4.3% | -2.3% | +6.6% | +4.2% |
| 6M | +34.1% | +21.9% | +12.1% | +26.6% |
| YTD | +47.3% | -0.6% | +47.9% | +45.6% |
| 1Y | +22.9% | +29.7% | -6.8% | +13.0% |
| All | -24.0% | +106.8% | -130.8% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling