-20.1%
SIRI vs SPY
+2,764.1%
-2,784.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.1% |
| 7D | +4.3% | +0.5% | +3.7% | +3.7% |
| 30D | -2.8% | -0.9% | -1.9% | -1.9% |
| 3M | +5.9% | +3.9% | +2.0% | +1.5% |
| 6M | +31.9% | +14.5% | +17.4% | +14.4% |
| YTD | +48.7% | +12.9% | +35.7% | +30.3% |
| 1Y | +23.2% | +19.4% | +3.9% | +2.0% |
| 3Y | -23.9% | +78.5% | -102.3% | -57.8% |
| 5Y | -43.4% | +81.8% | -125.2% | -70.0% |
| 10Y | -13.6% | +311.5% | -325.1% | -80.8% |
| All | -20.1% | +2,764.1% | -2,784.2% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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