-42.5%
SIRI vs REPL
-54.7%
+12.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | -3.9% | -9.6% | +5.7% | -3.9% |
| 30D | -0.8% | +5.7% | -6.5% | -0.9% |
| 3M | +4.3% | +56.4% | -52.1% | +4.0% |
| 6M | +34.1% | +67.4% | -33.4% | +31.4% |
| YTD | +47.3% | +48.7% | -1.3% | +44.6% |
| 1Y | +22.9% | +148.3% | -125.4% | +18.2% |
| 3Y | -24.6% | -26.7% | +2.1% | -28.9% |
| All | -42.5% | -54.7% | +12.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling