+1.9%
SLB vs SIRI
-21.7%
+23.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | -1.2% | -2.6% | +1.5% | -0.8% |
| 30D | +4.5% | +22.2% | -17.7% | +1.2% |
| 3M | -4.6% | +14.1% | -18.7% | -6.6% |
| 6M | -6.3% | +22.5% | -28.8% | -9.7% |
| YTD | +35.0% | +67.9% | -32.9% | +22.6% |
| 1Y | +38.8% | +54.6% | -15.8% | +27.8% |
| All | +1.9% | -21.7% | +23.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling