+55.0%
SIRI vs NTR
+37.3%
+17.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +15.9% | +5.4% | +10.4% | +16.0% |
| 30D | +26.0% | +1.4% | +24.6% | +26.0% |
| 3M | +9.2% | +8.7% | +0.5% | +10.0% |
| 6M | +28.3% | -4.9% | +33.2% | +28.2% |
| YTD | +71.5% | +19.8% | +51.6% | +67.1% |
| 1Y | +55.0% | +37.0% | +18.0% | +47.6% |
| All | +55.0% | +37.3% | +17.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling