-11.3%
SIRI vs QSR
+135.2%
-146.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.6% | -4.0% | +4.6% | +2.1% |
| 30D | +2.5% | +2.8% | -0.3% | +1.4% |
| 3M | +6.6% | +5.1% | +1.5% | +4.5% |
| 6M | +32.9% | +8.8% | +24.1% | +28.0% |
| YTD | +50.5% | +14.8% | +35.6% | +41.8% |
| 1Y | +28.0% | +25.7% | +2.2% | +16.4% |
| 3Y | -22.4% | +27.5% | -49.9% | -30.3% |
| 5Y | -41.3% | +41.3% | -82.5% | -49.8% |
| All | -11.3% | +135.2% | -146.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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