-22.4%
SIRI vs NWSA
+43.3%
-65.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | -2.8% | +3.4% | +2.3% |
| 30D | +2.5% | +3.0% | -0.5% | +0.5% |
| 3M | +6.6% | +12.3% | -5.7% | -1.1% |
| 6M | +32.9% | +21.9% | +11.0% | +16.5% |
| YTD | +50.5% | +13.6% | +36.9% | +37.6% |
| 1Y | +28.0% | +0.5% | +27.5% | +27.5% |
| 3Y | -22.4% | +43.8% | -66.2% | -42.5% |
| All | -22.4% | +43.3% | -65.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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