-11.3%
SIRI vs SBAC
+87.1%
-98.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | +0.6% | -2.1% | +2.6% | +1.1% |
| 30D | +2.5% | +2.0% | +0.5% | +1.9% |
| 3M | +6.6% | -8.3% | +14.9% | +8.7% |
| 6M | +32.9% | +0.3% | +32.6% | +30.9% |
| YTD | +50.5% | -2.2% | +52.7% | +48.8% |
| 1Y | +28.0% | -4.6% | +32.6% | +27.4% |
| 3Y | -22.4% | -8.3% | -14.1% | -23.2% |
| 5Y | -41.3% | -42.8% | +1.5% | -33.6% |
| All | -11.3% | +87.1% | -98.4% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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