+86.6%
SPYG vs SIRI
-41.5%
+128.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.9% | +0.6% | -1.4% | -1.0% |
| 30D | -1.5% | +2.5% | -4.0% | -1.9% |
| 3M | +3.7% | +6.6% | -2.9% | +2.7% |
| 6M | +16.4% | +32.9% | -16.5% | +12.0% |
| YTD | +13.3% | +50.5% | -37.1% | +7.0% |
| 1Y | +17.9% | +28.0% | -10.1% | +13.5% |
| 3Y | +98.3% | -22.4% | +120.7% | +96.4% |
| All | +86.6% | -41.5% | +128.1% | +103.3% |
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