-41.7%
SIRI vs RACE
+64.4%
-106.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.1% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | +21.1% | +6.1% | +15.0% | +19.0% |
| 3M | +14.7% | -0.3% | +15.0% | +14.8% |
| 6M | +22.9% | +23.4% | -0.5% | +14.5% |
| YTD | +65.7% | +12.5% | +53.2% | +58.3% |
| 1Y | +53.5% | -0.5% | +53.9% | +52.4% |
| 3Y | -23.0% | +23.6% | -46.6% | -29.1% |
| All | -41.7% | +64.4% | -106.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling