-23.1%
SIRI vs SBAC
-11.3%
-11.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.7% |
| 7D | -3.0% | -5.3% | +2.3% | -2.1% |
| 30D | +1.3% | +0.4% | +0.9% | +1.2% |
| 3M | +5.6% | -11.9% | +17.5% | +7.8% |
| 6M | +35.2% | -4.5% | +39.6% | +35.1% |
| YTD | +49.1% | -4.3% | +53.4% | +48.6% |
| 1Y | +26.8% | -3.9% | +30.7% | +26.1% |
| All | -23.1% | -11.3% | -11.8% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling