-19.6%
SIRI vs M
+294.0%
-313.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.3% |
| 7D | +1.6% | +4.7% | -3.1% | +0.3% |
| 30D | -4.7% | -9.6% | +4.9% | -2.2% |
| 3M | +5.3% | +0.9% | +4.4% | +4.4% |
| 6M | +30.5% | +22.3% | +8.2% | +22.5% |
| YTD | +49.6% | +6.5% | +43.1% | +45.0% |
| 1Y | +28.5% | +38.8% | -10.3% | +15.5% |
| 3Y | -27.5% | +115.9% | -143.4% | -45.2% |
| 5Y | -44.7% | +28.6% | -73.3% | -56.5% |
| 10Y | -12.6% | -2.5% | -10.1% | -40.7% |
| All | -19.6% | +294.0% | -313.6% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling