+1,817.6%
SMH vs SIRI
-10.2%
+1,827.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -2.8% | +2.5% | -5.3% | -3.6% |
| 3M | -6.7% | +6.6% | -13.3% | -9.0% |
| 6M | +41.8% | +32.9% | +8.9% | +29.7% |
| YTD | +57.9% | +50.5% | +7.4% | +38.7% |
| 1Y | +87.6% | +28.0% | +59.7% | +71.9% |
| 3Y | +282.9% | -22.4% | +305.3% | +281.1% |
| 5Y | +330.4% | -41.3% | +371.7% | +338.6% |
| All | +1,817.6% | -10.2% | +1,827.8% | +1,535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling