+40.1%
SN vs SIRI
+24.9%
+15.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.1% |
| 7D | -7.2% | -3.0% | -4.2% | -7.0% |
| 30D | -13.4% | +1.3% | -14.7% | -13.5% |
| 3M | +26.8% | +5.6% | +21.2% | +26.3% |
| 6M | +44.6% | +35.2% | +9.4% | +45.4% |
| YTD | +45.3% | +49.1% | -3.8% | +47.0% |
| 1Y | +40.1% | +26.8% | +13.3% | +43.3% |
| All | +40.1% | +24.9% | +15.2% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling