+338.3%
SU vs SIRI
-41.5%
+379.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.2% |
| 7D | +2.2% | +0.6% | +1.7% | +2.2% |
| 30D | +8.4% | +2.5% | +5.9% | +8.2% |
| 3M | +12.1% | +6.6% | +5.5% | +11.2% |
| 6M | +19.7% | +32.9% | -13.2% | +16.0% |
| YTD | +58.4% | +50.5% | +7.9% | +51.5% |
| 1Y | +67.2% | +28.0% | +39.3% | +62.3% |
| 3Y | +125.0% | -22.4% | +147.4% | +123.6% |
| All | +338.3% | -41.5% | +379.8% | +346.9% |
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