+59.9%
SIRI vs REPL
+125.1%
-65.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +22.3% | +28.8% | -6.6% | +22.8% |
| 30D | +26.9% | +57.3% | -30.4% | +28.1% |
| 3M | +9.6% | +73.6% | -64.0% | +11.0% |
| 6M | +27.2% | +582.8% | -555.7% | +31.2% |
| YTD | +72.4% | +112.9% | -40.5% | +69.7% |
| 1Y | +59.9% | +130.7% | -70.7% | +55.2% |
| All | +59.9% | +125.1% | -65.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling