-1.6%
SW vs SIRI
-38.3%
+36.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +4.7% | +15.9% | -11.2% | +2.8% |
| 30D | +5.0% | +26.0% | -21.0% | +2.2% |
| 3M | -7.3% | +9.2% | -16.5% | -8.4% |
| 6M | +15.0% | +28.3% | -13.3% | +11.5% |
| YTD | +18.5% | +71.5% | -53.0% | +11.2% |
| 1Y | +27.1% | +55.0% | -27.8% | +20.5% |
| 3Y | +49.3% | -24.4% | +73.8% | +45.0% |
| 5Y | -1.6% | -37.6% | +35.9% | -7.7% |
| All | -1.6% | -38.3% | +36.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling