+147.8%
SW vs SIRI
-12.4%
+160.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | -5.1% | +1.6% | -6.7% | -5.3% |
| 30D | -4.6% | -4.7% | +0.1% | -4.1% |
| 3M | +9.4% | +5.3% | +4.1% | +8.7% |
| 6M | +3.5% | +30.5% | -27.0% | +0.6% |
| YTD | +22.0% | +49.6% | -27.6% | +17.0% |
| 1Y | +2.2% | +28.5% | -26.3% | -0.8% |
| 3Y | +19.6% | -27.5% | +47.1% | +18.6% |
| 5Y | -2.3% | -44.7% | +42.3% | -3.2% |
| All | +147.8% | -12.4% | +160.2% | +127.0% |
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 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