-10.9%
SIRI vs TAP
+738.6%
-749.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +21.1% | +5.7% | +15.4% | +19.9% |
| 3M | +14.7% | -1.9% | +16.6% | +14.9% |
| 6M | +22.9% | +0.9% | +22.0% | +22.4% |
| YTD | +65.7% | -9.5% | +75.3% | +67.7% |
| 1Y | +53.5% | -9.0% | +62.4% | +55.0% |
| 3Y | -23.0% | -22.2% | -0.8% | -20.3% |
| 5Y | -41.5% | +1.2% | -42.7% | -42.2% |
| 10Y | -7.4% | -46.1% | +38.7% | -4.0% |
| All | -10.9% | +738.6% | -749.6% | -31.2% |
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