-11.3%
SIRI vs PSLV
+190.6%
-201.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.6% | -3.5% | +4.0% | +0.9% |
| 30D | +2.5% | -2.1% | +4.6% | +2.7% |
| 3M | +6.6% | -1.6% | +8.3% | +6.6% |
| 6M | +32.9% | -25.5% | +58.4% | +36.8% |
| YTD | +50.5% | -11.4% | +61.9% | +46.3% |
| 1Y | +28.0% | +48.6% | -20.6% | +12.0% |
| 3Y | -22.4% | +166.9% | -189.3% | -39.5% |
| 5Y | -41.3% | +152.4% | -193.7% | -54.4% |
| All | -11.3% | +190.6% | -201.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling