+309.7%
SN vs SIRI
-38.0%
+347.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.2% |
| 7D | -3.4% | -3.9% | +0.5% | -2.8% |
| 30D | -9.1% | -0.8% | -8.2% | -9.0% |
| 3M | +31.8% | +4.3% | +27.5% | +30.7% |
| 6M | +52.0% | +34.1% | +18.0% | +44.9% |
| YTD | +51.3% | +47.3% | +4.0% | +41.6% |
| 1Y | +46.9% | +22.9% | +23.9% | +41.4% |
| 3Y | +394.9% | -24.6% | +419.5% | +392.9% |
| All | +309.7% | -38.0% | +347.7% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling