-4.8%
SIRI vs TRU
+225.6%
-230.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.0% | -9.4% | +6.4% | +0.3% |
| 30D | +1.3% | -4.1% | +5.4% | +2.5% |
| 3M | +5.6% | +13.6% | -8.0% | +0.5% |
| 6M | +35.2% | +3.6% | +31.6% | +31.8% |
| YTD | +49.1% | -9.8% | +58.9% | +51.2% |
| 1Y | +26.8% | -13.6% | +40.4% | +29.7% |
| 3Y | -23.7% | -2.0% | -21.7% | -28.5% |
| 5Y | -41.8% | -35.8% | -6.0% | -37.6% |
| 10Y | -11.3% | +142.9% | -154.2% | -39.5% |
| All | -4.8% | +225.6% | -230.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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