+559.2%
SPYG vs SIRI
-93.2%
+652.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | +3.6% | +4.3% | -0.7% | +3.1% |
| 6M | +16.6% | +34.1% | -17.5% | +13.4% |
| YTD | +13.4% | +47.3% | -33.9% | +9.3% |
| 1Y | +19.6% | +22.9% | -3.3% | +16.9% |
| 3Y | +99.8% | -24.6% | +124.3% | +100.0% |
| 5Y | +85.0% | -43.2% | +128.1% | +87.2% |
| 10Y | +422.1% | -12.3% | +434.4% | +409.9% |
| All | +559.2% | -93.2% | +652.4% | +525.5% |
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 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