+47.9%
SW vs SIRI
-26.1%
+74.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | +2.3% | +12.6% | -10.3% | 0.0% |
| 30D | +6.8% | +25.9% | -19.1% | +2.2% |
| 3M | -5.2% | +10.3% | -15.5% | -7.2% |
| 6M | +7.4% | +24.8% | -17.4% | +2.7% |
| YTD | +17.4% | +68.6% | -51.2% | +5.8% |
| 1Y | +27.1% | +55.9% | -28.8% | +16.1% |
| 3Y | +47.9% | -22.3% | +70.2% | +48.0% |
| All | +47.9% | -26.1% | +74.0% | +48.0% |
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 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