+6.7%
SIRI vs NWSA
+122.3%
-115.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.9% | -3.1% | -0.8% | -2.7% |
| 30D | -0.8% | +4.3% | -5.1% | -2.5% |
| 3M | +4.3% | +9.2% | -4.9% | +0.5% |
| 6M | +34.1% | +21.6% | +12.5% | +23.5% |
| YTD | +47.3% | +14.2% | +33.1% | +38.7% |
| 1Y | +22.9% | +1.8% | +21.2% | +21.0% |
| 3Y | -24.6% | +44.4% | -69.0% | -34.8% |
| 5Y | -43.2% | +41.0% | -84.1% | -51.8% |
| 10Y | -12.3% | +150.0% | -162.3% | -43.7% |
| All | +6.7% | +122.3% | -115.6% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling