-30.2%
SIRI vs NTR
+97.9%
-128.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.6% | -1.3% | +1.8% | +0.9% |
| 30D | +2.5% | +16.8% | -14.3% | -1.5% |
| 3M | +6.6% | +20.7% | -14.1% | +1.3% |
| 6M | +32.9% | +0.5% | +32.3% | +31.5% |
| YTD | +50.5% | +29.2% | +21.3% | +38.2% |
| 1Y | +28.0% | +39.6% | -11.6% | +14.4% |
| 3Y | -22.4% | +37.9% | -60.3% | -31.4% |
| 5Y | -41.3% | +47.1% | -88.4% | -53.5% |
| All | -30.2% | +97.9% | -128.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling