+4.6%
SIRI vs MDY
+2,615.3%
-2,610.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | +0.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.2% |
| 30D | -0.8% | -3.9% | +3.0% | +3.1% |
| 3M | +4.3% | 0.0% | +4.4% | +4.0% |
| 6M | +34.1% | +8.5% | +25.5% | +22.9% |
| YTD | +47.3% | +13.2% | +34.1% | +28.9% |
| 1Y | +22.9% | +15.0% | +7.9% | +5.7% |
| 3Y | -24.6% | +49.6% | -74.1% | -49.8% |
| 5Y | -43.2% | +46.0% | -89.2% | -62.7% |
| 10Y | -12.3% | +176.4% | -188.7% | -72.1% |
| All | +4.6% | +2,615.3% | -2,610.7% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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