+108.7%
SPG vs SIRI
-42.5%
+151.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -2.2% | -3.0% | +0.8% | -1.8% |
| 30D | -5.8% | +1.3% | -7.0% | -6.0% |
| 3M | -2.8% | +5.6% | -8.4% | -3.7% |
| 6M | +8.9% | +35.1% | -26.2% | +3.9% |
| YTD | +14.3% | +49.0% | -34.8% | +7.4% |
| 1Y | +19.5% | +26.8% | -7.3% | +14.7% |
| 3Y | +106.9% | -23.7% | +130.5% | +106.6% |
| 5Y | +108.7% | -41.8% | +150.6% | +115.0% |
| All | +108.7% | -42.5% | +151.2% | +115.0% |
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