-41.8%
SIRI vs M
+28.6%
-70.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | -0.5% |
| 7D | +0.6% | -4.2% | +4.8% | +1.2% |
| 30D | +2.5% | -7.2% | +9.7% | +3.8% |
| 3M | +6.6% | -11.1% | +17.8% | +8.5% |
| 6M | +32.9% | +28.8% | +4.1% | +25.9% |
| YTD | +50.5% | +2.0% | +48.4% | +48.4% |
| 1Y | +28.0% | +31.3% | -3.3% | +20.0% |
| 3Y | -22.4% | +119.1% | -141.5% | -35.3% |
| All | -41.8% | +28.6% | -70.4% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling