-1.0%
SO vs SIRI
+24.9%
-25.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -1.1% | -3.0% | +1.8% | -1.0% |
| 30D | -3.7% | +1.3% | -5.0% | -3.8% |
| 3M | -5.9% | +5.6% | -11.5% | -6.2% |
| 6M | -7.3% | +35.2% | -42.5% | -9.4% |
| YTD | +3.1% | +49.1% | -46.0% | 0.0% |
| 1Y | -1.0% | +26.8% | -27.8% | -2.9% |
| All | -1.0% | +24.9% | -25.9% | -2.9% |
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 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