-7.7%
SRE vs SIRI
+59.9%
-67.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.4% | -11.3% | -2.5% |
| 7D | -2.1% | +22.3% | -24.3% | -1.5% |
| 30D | +6.1% | +26.9% | -20.9% | +6.8% |
| 3M | -3.5% | +9.6% | -13.1% | -3.1% |
| 6M | -10.8% | +27.2% | -38.0% | -10.9% |
| YTD | -4.0% | +72.4% | -76.4% | -7.5% |
| 1Y | -7.7% | +59.9% | -67.6% | -9.5% |
| All | -7.7% | +59.9% | -67.5% | -9.5% |
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