+0.5%
SPGI vs SIRI
-42.5%
+43.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -8.9% | -3.0% | -5.9% | -8.6% |
| 30D | +0.6% | +1.3% | -0.6% | +0.4% |
| 3M | +2.0% | +5.6% | -3.7% | +1.3% |
| 6M | +0.1% | +35.2% | -35.1% | -3.6% |
| YTD | -16.4% | +49.1% | -65.5% | -20.5% |
| 1Y | -18.9% | +26.8% | -45.7% | -21.6% |
| 3Y | +13.8% | -23.7% | +37.4% | +13.5% |
| 5Y | +0.5% | -41.8% | +42.4% | +8.1% |
| All | +0.5% | -42.5% | +43.0% | +8.1% |
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