+19.6%
SW vs SIRI
-27.1%
+46.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.7% |
| 7D | -5.1% | +1.6% | -6.7% | -5.4% |
| 30D | -4.6% | -4.7% | +0.1% | -3.8% |
| 3M | +9.4% | +5.3% | +4.1% | +8.2% |
| 6M | +3.5% | +30.5% | -27.0% | -1.6% |
| YTD | +22.0% | +49.6% | -27.6% | +13.2% |
| 1Y | +2.2% | +28.5% | -26.3% | -3.0% |
| All | +19.6% | -27.1% | +46.7% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling