-86.4%
SIRI vs SBAC
+2,199.0%
-2,285.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.3% | -0.1% | +4.3% | +4.3% |
| 30D | -2.8% | +3.2% | -6.1% | -3.6% |
| 3M | +5.9% | -5.1% | +11.0% | +6.9% |
| 6M | +31.9% | -2.1% | +34.0% | +31.0% |
| YTD | +48.7% | -0.5% | +49.2% | +46.7% |
| 1Y | +23.2% | +1.1% | +22.1% | +21.0% |
| 3Y | -23.9% | -7.4% | -16.4% | -24.6% |
| 5Y | -43.4% | -44.3% | +0.9% | -37.6% |
| 10Y | -13.6% | +77.6% | -91.2% | -29.3% |
| All | -86.4% | +2,199.0% | -2,285.4% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling