+54.1%
SO vs SIRI
-22.7%
+76.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | +4.7% | +21.1% | -16.4% | +4.1% |
| 3M | +1.7% | +14.7% | -13.0% | +1.3% |
| 6M | +2.2% | +22.9% | -20.8% | +1.5% |
| YTD | +10.0% | +65.7% | -55.8% | +8.4% |
| 1Y | +6.0% | +53.5% | -47.4% | +4.7% |
| 3Y | +54.1% | -23.0% | +77.1% | +55.1% |
| All | +54.1% | -22.7% | +76.8% | +55.1% |
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