+9,258.1%
SPGI vs SIRI
-17.3%
+9,275.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -1.4% |
| 7D | +0.1% | +1.6% | -1.4% | 0.0% |
| 30D | +8.4% | -4.7% | +13.1% | +8.7% |
| 3M | +11.8% | +5.3% | +6.6% | +11.4% |
| 6M | +5.7% | +30.5% | -24.8% | +3.9% |
| YTD | -9.7% | +49.6% | -59.3% | -12.1% |
| 1Y | -12.5% | +28.5% | -41.0% | -14.0% |
| 3Y | +21.8% | -27.5% | +49.3% | +22.3% |
| 5Y | +8.2% | -44.7% | +52.8% | +9.3% |
| 10Y | +309.5% | -12.6% | +322.1% | +303.6% |
| All | +9,258.1% | -17.3% | +9,275.5% | +7,978.6% |
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