+451.3%
SN vs SIRI
-21.7%
+473.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -2.6% | +6.1% | +4.0% |
| 30D | +19.4% | +22.2% | -2.8% | +15.3% |
| 3M | +20.9% | +14.1% | +6.8% | +17.9% |
| 6M | +111.1% | +22.5% | +88.6% | +103.3% |
| YTD | +102.8% | +67.9% | +34.9% | +84.5% |
| 1Y | +146.2% | +54.6% | +91.6% | +127.2% |
| All | +451.3% | -21.7% | +473.0% | +466.6% |
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