+9,892.9%
SPGI vs SIRI
-8.5%
+9,901.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.3% |
| 30D | +15.9% | +21.1% | -5.2% | +14.5% |
| 3M | +12.3% | +14.7% | -2.4% | +11.3% |
| 6M | +23.7% | +22.9% | +0.8% | +22.0% |
| YTD | -3.5% | +65.7% | -69.3% | -6.7% |
| 1Y | +0.4% | +53.5% | -53.1% | -2.4% |
| 3Y | +29.9% | -23.0% | +52.9% | +30.0% |
| 5Y | +15.2% | -41.5% | +56.7% | +16.0% |
| 10Y | +337.2% | -7.4% | +344.6% | +329.0% |
| All | +9,892.9% | -8.5% | +9,901.3% | +8,470.9% |
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