+314.7%
SPY vs SIRI
-10.2%
+325.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.7% |
| 7D | -0.8% | +0.6% | -1.3% | -0.9% |
| 30D | -1.1% | +2.5% | -3.6% | -1.6% |
| 3M | +3.9% | +6.6% | -2.8% | +2.3% |
| 6M | +13.6% | +32.9% | -19.3% | +6.7% |
| YTD | +12.7% | +50.5% | -37.8% | +2.8% |
| 1Y | +17.5% | +28.0% | -10.5% | +10.5% |
| 3Y | +76.9% | -22.4% | +99.3% | +76.0% |
| 5Y | +83.6% | -41.3% | +124.9% | +86.3% |
| All | +314.7% | -10.2% | +325.0% | +262.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling