-19.6%
SIRI vs TAP
+731.7%
-751.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | -4.7% | -2.1% | -2.6% | -4.4% |
| 3M | +5.3% | +6.6% | -1.3% | +4.0% |
| 6M | +30.5% | -11.5% | +42.0% | +32.8% |
| YTD | +49.6% | -10.3% | +59.9% | +51.8% |
| 1Y | +28.5% | -14.4% | +42.9% | +31.2% |
| 3Y | -27.5% | -28.3% | +0.8% | -23.9% |
| 5Y | -44.7% | +1.7% | -46.4% | -45.3% |
| 10Y | -12.6% | -49.2% | +36.6% | -8.7% |
| All | -19.6% | +731.7% | -751.2% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling