+14.8%
SPY vs SIRI
+59.9%
-45.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.8% | +1.2% |
| 7D | -0.7% | +22.3% | -23.0% | -1.7% |
| 30D | -1.0% | +26.9% | -28.0% | -2.3% |
| 3M | -0.3% | +9.6% | -9.9% | -0.8% |
| 6M | +7.3% | +27.2% | -19.8% | +5.5% |
| YTD | +13.3% | +72.4% | -59.1% | +8.4% |
| 1Y | +14.8% | +59.9% | -45.1% | +11.5% |
| All | +14.8% | +59.9% | -45.1% | +11.5% |
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