-49.7%
SIRI vs REPL
-7.7%
-42.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +4.3% | -5.7% | +10.0% | +4.4% |
| 30D | -2.8% | +22.5% | -25.3% | -3.4% |
| 3M | +5.9% | +64.7% | -58.7% | +3.4% |
| 6M | +31.9% | +83.0% | -51.1% | +24.0% |
| YTD | +48.7% | +52.0% | -3.3% | +40.5% |
| 1Y | +23.2% | +144.5% | -121.3% | +11.6% |
| 3Y | -23.9% | -25.1% | +1.2% | -33.4% |
| 5Y | -43.4% | -52.9% | +9.5% | -49.8% |
| All | -49.7% | -7.7% | -42.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling