+1,494.3%
SRE vs SIRI
-89.6%
+1,584.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -3.0% | +2.5% | -5.5% | -3.1% |
| 3M | -8.3% | +6.6% | -14.9% | -8.6% |
| 6M | -8.9% | +32.9% | -41.8% | -10.1% |
| YTD | -4.3% | +50.5% | -54.7% | -6.0% |
| 1Y | +2.7% | +28.0% | -25.2% | +1.5% |
| 3Y | +28.7% | -22.4% | +51.1% | +28.5% |
| 5Y | +47.1% | -41.3% | +88.4% | +47.7% |
| 10Y | +121.7% | -10.4% | +132.1% | +119.1% |
| All | +1,494.3% | -89.6% | +1,584.0% | +1,292.0% |
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 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