+289.1%
SN vs SIRI
-36.7%
+325.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -7.3% | +0.6% | -7.8% | -7.3% |
| 30D | -13.6% | +2.5% | -16.1% | -14.0% |
| 3M | +18.6% | +6.6% | +12.0% | +17.2% |
| 6M | +46.0% | +32.9% | +13.1% | +39.3% |
| YTD | +43.7% | +50.5% | -6.8% | +34.0% |
| 1Y | +39.2% | +28.0% | +11.2% | +33.1% |
| 3Y | +306.5% | -22.4% | +328.9% | +303.0% |
| All | +289.1% | -36.7% | +325.8% | +273.3% |
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