-4.8%
SIRI vs MKTX
+1,442.6%
-1,447.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +6.6% | +40.8% | -34.2% | -1.9% |
| 6M | +32.9% | -8.0% | +40.9% | +33.3% |
| YTD | +50.5% | -8.7% | +59.2% | +50.9% |
| 1Y | +28.0% | -11.8% | +39.8% | +29.1% |
| 3Y | -22.4% | -24.0% | +1.6% | -21.0% |
| 5Y | -41.3% | -60.3% | +19.0% | -33.0% |
| 10Y | -10.4% | +5.0% | -15.4% | -19.7% |
| All | -4.8% | +1,442.6% | -1,447.5% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling