+59.9%
SIRI vs TAP
+4.4%
+55.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.0% | +5.4% | +7.8% |
| 7D | +22.3% | +9.9% | +12.3% | +19.8% |
| 30D | +26.9% | +18.1% | +8.8% | +22.7% |
| 3M | +9.6% | +3.2% | +6.4% | +8.4% |
| 6M | +27.2% | +8.4% | +18.7% | +24.4% |
| YTD | +72.4% | -4.4% | +76.8% | +73.2% |
| 1Y | +59.9% | +3.2% | +56.7% | +57.5% |
| All | +59.9% | +4.4% | +55.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling