-41.7%
SIRI vs M
-3.3%
-38.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.7% | +7.0% | -8.7% | -3.0% |
| 30D | +21.1% | +8.9% | +12.2% | +19.1% |
| 3M | +14.7% | +4.5% | +10.2% | +13.4% |
| 6M | +22.9% | +36.2% | -13.3% | +15.1% |
| YTD | +65.7% | +15.1% | +50.6% | +59.5% |
| 1Y | +53.5% | +27.4% | +26.0% | +44.5% |
| 3Y | -23.0% | +160.1% | -183.1% | -38.2% |
| All | -41.7% | -3.3% | -38.4% | -50.4% |
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 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