-19.1%
SIRI vs NTRS
+3,761.2%
-3,780.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.5% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | +2.5% | -0.7% | +3.1% | +2.8% |
| 3M | +6.6% | +11.3% | -4.7% | +1.4% |
| 6M | +32.9% | +35.5% | -2.7% | +15.0% |
| YTD | +50.5% | +40.6% | +9.9% | +27.3% |
| 1Y | +28.0% | +49.2% | -21.2% | +5.2% |
| 3Y | -22.4% | +167.2% | -189.6% | -51.4% |
| 5Y | -41.3% | +94.9% | -136.2% | -59.4% |
| 10Y | -10.4% | +259.5% | -269.9% | -56.3% |
| All | -19.1% | +3,761.2% | -3,780.4% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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