+30.8%
SOXX vs SIRI
+59.1%
-28.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -0.5% | -70.2% | -70.5% |
| 7D | -23.0% | +15.9% | -38.9% | -25.5% |
| 30D | -32.9% | +26.0% | -58.9% | -35.1% |
| 3M | -25.3% | +9.2% | -34.5% | -27.4% |
| 6M | -17.8% | +28.3% | -46.0% | -22.7% |
| YTD | +32.1% | +71.5% | -39.4% | +16.0% |
| 1Y | +30.8% | +55.0% | -24.2% | +22.2% |
| All | +30.8% | +59.1% | -28.3% | +22.2% |
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