+412.0%
SN vs SIRI
-23.5%
+435.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.1% | +4.3% | -4.2% | -0.6% |
| 30D | -5.6% | -2.8% | -2.8% | -5.2% |
| 3M | +48.1% | +5.9% | +42.2% | +46.5% |
| 6M | +57.6% | +31.9% | +25.7% | +50.7% |
| YTD | +56.5% | +48.7% | +7.9% | +46.4% |
| 1Y | +52.6% | +23.2% | +29.3% | +47.0% |
| 3Y | +412.0% | -23.9% | +435.8% | +417.1% |
| All | +412.0% | -23.5% | +435.5% | +417.1% |
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