+4,418.6%
SPG vs SIRI
-17.3%
+4,436.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | -6.8% | -4.7% | -2.1% | -6.6% |
| 3M | +2.7% | +5.3% | -2.6% | +2.3% |
| 6M | +5.5% | +30.5% | -25.1% | +3.6% |
| YTD | +15.7% | +49.6% | -33.9% | +12.6% |
| 1Y | +20.9% | +28.5% | -7.6% | +18.7% |
| 3Y | +112.4% | -27.5% | +139.8% | +113.3% |
| 5Y | +101.4% | -44.7% | +146.0% | +103.8% |
| 10Y | +60.6% | -12.6% | +73.3% | +59.8% |
| All | +4,418.6% | -17.3% | +4,436.0% | +4,009.0% |
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 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