-17.4%
SPGI vs SIRI
+23.5%
-40.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.4% |
| 7D | -3.1% | -3.9% | +0.8% | -2.6% |
| 30D | +2.0% | -0.8% | +2.9% | +2.2% |
| 3M | +4.3% | +4.3% | 0.0% | +3.9% |
| 6M | -0.2% | +34.1% | -34.3% | -4.7% |
| YTD | -14.8% | +47.3% | -62.1% | -20.4% |
| All | -17.4% | +23.5% | -40.8% | -20.5% |
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