+40.1%
SW vs SIRI
-22.7%
+62.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | +5.0% | +21.1% | -16.1% | +1.2% |
| 3M | -13.7% | +14.7% | -28.4% | -16.1% |
| 6M | +8.0% | +22.9% | -14.9% | +3.6% |
| YTD | +14.0% | +65.7% | -51.8% | +3.1% |
| 1Y | +25.6% | +53.5% | -27.8% | +15.1% |
| 3Y | +40.1% | -23.0% | +63.1% | +40.7% |
| All | +40.1% | -22.7% | +62.8% | +40.7% |
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