+182.3%
SW vs SIRI
-4.5%
+186.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.6% | -2.6% | +0.1% | -2.3% |
| 30D | +7.2% | +22.2% | -15.0% | +5.0% |
| 3M | -10.5% | +14.1% | -24.5% | -11.8% |
| 6M | +9.9% | +22.5% | -12.6% | +7.4% |
| YTD | +17.2% | +67.9% | -50.6% | +10.9% |
| 1Y | +26.5% | +54.6% | -28.1% | +20.6% |
| 3Y | +47.7% | -21.3% | +69.0% | +45.1% |
| 5Y | +0.2% | -40.4% | +40.6% | -1.7% |
| 10Y | +182.3% | -6.2% | +188.6% | +157.1% |
| All | +182.3% | -4.5% | +186.8% | +157.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling