+57.9%
SO vs SIRI
-44.1%
+102.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | 0.0% | -3.9% | +3.9% | +0.3% |
| 30D | -2.5% | -0.8% | -1.7% | -2.5% |
| 3M | -4.2% | +4.3% | -8.5% | -4.4% |
| 6M | -7.7% | +34.1% | -41.7% | -9.3% |
| YTD | +3.8% | +47.3% | -43.5% | +1.4% |
| 1Y | +0.1% | +22.9% | -22.9% | -1.4% |
| 3Y | +44.2% | -24.6% | +68.8% | +44.6% |
| 5Y | +57.9% | -43.2% | +101.0% | +65.0% |
| All | +57.9% | -44.1% | +102.0% | +65.0% |
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