+319.5%
SN vs SIRI
-37.0%
+356.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.6% |
| 7D | -9.3% | +1.6% | -10.9% | -9.6% |
| 30D | -4.8% | -4.7% | -0.1% | -4.1% |
| 3M | +40.4% | +5.3% | +35.2% | +39.1% |
| 6M | +50.9% | +30.5% | +20.4% | +44.4% |
| YTD | +54.9% | +49.6% | +5.3% | +44.7% |
| 1Y | +43.0% | +28.5% | +14.5% | +36.6% |
| 3Y | +391.8% | -27.5% | +419.3% | +391.8% |
| All | +319.5% | -37.0% | +356.6% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling