+62.1%
SPG vs SIRI
-10.2%
+72.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -6.1% | +2.5% | -8.6% | -7.0% |
| 3M | -3.6% | +6.6% | -10.3% | -5.8% |
| 6M | +10.4% | +32.9% | -22.5% | +0.6% |
| YTD | +14.4% | +50.5% | -36.1% | 0.0% |
| 1Y | +16.5% | +28.0% | -11.4% | +6.5% |
| 3Y | +106.8% | -22.4% | +129.2% | +105.1% |
| 5Y | +108.9% | -41.3% | +150.2% | +110.1% |
| All | +62.1% | -10.2% | +72.3% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling