-22.4%
SIRI vs MKTX
-25.3%
+2.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +2.5% | +0.7% | +1.8% | +2.4% |
| 3M | +6.6% | +40.8% | -34.2% | +3.3% |
| 6M | +32.9% | -8.0% | +40.9% | +36.0% |
| YTD | +50.5% | -8.7% | +59.2% | +54.2% |
| 1Y | +28.0% | -11.8% | +39.8% | +31.6% |
| 3Y | -22.4% | -24.0% | +1.6% | -23.5% |
| All | -22.4% | -25.3% | +2.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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