+19.0%
SPGI vs SIRI
-23.5%
+42.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -2.5% | +4.3% | -6.7% | -3.0% |
| 30D | +5.4% | -2.8% | +8.2% | +5.7% |
| 3M | +9.0% | +5.9% | +3.1% | +8.3% |
| 6M | +0.8% | +31.9% | -31.2% | -2.7% |
| YTD | -12.6% | +48.7% | -61.2% | -16.9% |
| 1Y | -16.1% | +23.2% | -39.4% | -18.6% |
| 3Y | +19.0% | -23.9% | +42.9% | +18.2% |
| All | +19.0% | -23.5% | +42.5% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling