-1.7%
SW vs SIRI
-41.3%
+39.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -3.0% | -3.7% | +0.7% | -2.6% |
| 30D | +4.2% | +20.4% | -16.3% | +1.9% |
| 3M | -11.5% | +12.5% | -24.0% | -12.8% |
| 6M | +8.6% | +23.4% | -14.8% | +5.8% |
| YTD | +15.0% | +65.2% | -50.2% | +8.4% |
| 1Y | +25.7% | +52.4% | -26.7% | +19.4% |
| 3Y | +44.8% | -22.6% | +67.4% | +41.0% |
| 5Y | -1.7% | -41.7% | +40.0% | -7.2% |
| All | -1.7% | -41.3% | +39.6% | -7.2% |
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