+2.1%
SIRI vs USFR
+27.6%
-25.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.8% | +0.3% | -1.1% | -1.0% |
| 3M | +4.3% | +1.0% | +3.3% | +3.8% |
| 6M | +34.1% | +1.9% | +32.1% | +32.7% |
| YTD | +47.3% | +2.7% | +44.7% | +45.2% |
| 1Y | +22.9% | +4.0% | +18.9% | +20.3% |
| 3Y | -24.6% | +14.0% | -38.6% | -29.6% |
| 5Y | -43.2% | +20.4% | -63.6% | -48.5% |
| 10Y | -12.3% | +28.0% | -40.3% | -22.0% |
| All | +2.1% | +27.6% | -25.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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