+182.7%
SW vs SIRI
-1.3%
+184.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.8% |
| 7D | +2.3% | +12.6% | -10.3% | +1.0% |
| 30D | +6.8% | +25.9% | -19.1% | +4.2% |
| 3M | -5.2% | +10.3% | -15.5% | -6.3% |
| 6M | +7.4% | +24.8% | -17.4% | +4.8% |
| YTD | +17.4% | +68.6% | -51.2% | +11.0% |
| 1Y | +27.1% | +55.9% | -28.8% | +21.1% |
| 3Y | +47.9% | -22.3% | +70.2% | +45.3% |
| 5Y | -2.6% | -38.6% | +36.1% | -4.6% |
| All | +182.7% | -1.3% | +184.0% | +158.5% |
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 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