+2,550.6%
SOXX vs SIRI
-54.9%
+2,605.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -3.6% | +2.5% | -6.1% | -3.9% |
| 3M | -10.2% | +6.6% | -16.8% | -11.1% |
| 6M | +54.2% | +32.9% | +21.4% | +48.7% |
| YTD | +75.2% | +50.5% | +24.7% | +66.2% |
| 1Y | +107.5% | +28.0% | +79.5% | +100.3% |
| 3Y | +226.8% | -22.4% | +249.2% | +228.0% |
| 5Y | +251.2% | -41.3% | +292.5% | +257.4% |
| 10Y | +1,567.6% | -10.4% | +1,578.1% | +1,530.2% |
| All | +2,550.6% | -54.9% | +2,605.5% | +2,525.1% |
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 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